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UTA Research Institute (UTARI) The University of Texas at Arlington F.L. Lewis, NAI Moncrief-O’Donnell Endowed Chair Head, Controls & Sensors Group Multi-agent Consensus and Algebraic Graph Theory Supported by NSF, ARO, AFOSR

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Page 1: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

UTA Research Institute (UTARI)The University of Texas at Arlington

F.L. Lewis, NAIMoncrief-O’Donnell Endowed Chair

Head, Controls & Sensors Group

Multi-agent Consensus andAlgebraic Graph Theory

Supported by NSF, ARO, AFOSR

Page 2: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Motions of biological groups

Fishschool

Birdsflock

Locustsswarm

Firefliessynchronize

Page 3: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Graphs and Dynamic Graphs

Page 4: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Communication Graph – Algebraic Graph Theory1

2

3

4

56

N nodes

[ ]ijA a=

0 ( , )ij j i

i

a if v v Eif j N

> ∈

oN1

Noi ji

jd a

=

=∑ Out-neighbors of node iCol sum= out-degree

42a

Adjacency matrix

0 0 1 0 0 01 0 0 0 0 11 1 0 0 0 00 1 0 0 0 00 0 1 0 0 00 0 0 1 1 0

A

=

iN1

N

i ijj

d a=

=∑ In-neighbors of node iRow sum= in-degreei

G= (V,E)

i

Page 5: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1

2

3

4

56

Diameter= length of longest path between two nodes

Volume = sum of in-degrees1

N

ii

Vol d=

=∑

Spanning treeRoot node

Strongly connected if for all nodes i and j there is a path from i to j.

Tree- every node has in-degree=1Leader or root node

Followers

Page 6: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1

2

3

4

56

Exists a spanning tree iff there is a node having a path to all other nodes

Graph strongly connected implies exists a spanning treeStrongly connected implies Every Node is a root node

Quasi-strongly connected if for all nodes i and jthere exists a node k with a path to i and a path to j

i j

k

Exists a spanning tree iff quasi-strongly connected

Page 7: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

The Multi-agent Consensus Problem – Cooperative Control

i ix u=Agent dynamics

Find control so that all agents reach the same steady-state valueiu

0, ,i jx x i j− → ∀

i ix u=

Page 8: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Dynamic Graph- the Graphical Structure of Control

Each node has an associated state i ix u=

Standard local voting protocol ( )i

i ij j ij N

u a x x∈

= −∑

[ ]1

1i i

i i ij ij j i i i iNj N j N

N

xu x a a x d x a a

x∈ ∈

= − + = − +

∑ ∑

x

1

N

uu

u

=

1

N

dD

d

=

i

j

[ ]ijA a=

First-order Consensus of Multi-agent systems

Global Vectors

1 12 11 1 1

21

1

00

0

N

N N NN N

d a au x x

au Dx Ax

u x xd a

= = − + = − +

( )i

i ij j ij N

x a x x∈

= −∑Dynamics

Page 9: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Dynamic Graph- the Graphical Structure of Control

( )x u Dx Ax D A x Lx= = − + = − − = − L=D-A = graph Laplacian matrix

x Lx= −

If x is an n-vector then ( )nx L I x= − ⊗

Global Closed-loop dynamics

First-order Consensus of Multi-agent systems

1 12 11 1 1 1

21

1

00

0

N

N N N NN N

d a ax u x x

au Dx Ax

x u x xd a

= = = − + = − +

( )i

i ij j ij N

x a x x∈

= −∑

Page 10: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Global Closed-loop dynamics depends on L

x Lx= −

Closed-loop system with local voting protocol

1 12 1

21

1

00

0

N

N N

d a aa

L D A

d a

= − = −

L has row sum of 0

10 1 1

1L L Lc = = =

1,

N

i ijj

d a=

=∑ = row sum

L= graph Laplacian matrix

( ) (0)Ltx t e x−=

1 0λ =

For any constant c

Page 11: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

ij N∈jx ( )

i

i ij j ij N

e a x x∈

= −∑ i ix u= ixiu

i ix u=( )

i

i ij j ij N

u a x x∈

= −∑

( )i

i ij j ij N

e a x x∈

= −∑

Multi-agent Cooperative Regulator

Dynamics

Cooperative Control

Local Neighborhood Consensus Error

In the single-agent regulator problem, the state goes to zero.

In the multi-agent cooperative regulator problem, the states go to a nonzero consensus value

Multi-agent Cooperative Regulator

( )i

i ij j ij N

x a x x∈

= −∑Closed-loop system

Page 12: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

FlockingReynolds, Computer Graphics 1987

Reynolds’ Rules:Alignment : align headings

Cohesion : steer towards average position of neighbors- towards c.g.Separation : steer to maintain separation from neighbors

( )i

i ij j ij N

aθ θ θ∈

= −∑

Page 13: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Distributed Adaptive Control for Multi-Agent Systems

Page 14: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Nodes converge to consensus heading

( )ci

i ij j ij N

aθ θ θ∈

= −∑

Consensus Control for Swarm Motions

heading angle

Convergence of headings

1

2

3

4

56

0 5 10 15 20 25 30 35 400

1

2

3

4

5

6

-350 -300 -250 -200 -150 -100 -50 0 50-300

-250

-200

-150

-100

-50

0

50

cossin

i i

i i

x Vy V

θθ

==

time x

y

Page 15: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Leader

Followers

0 5 10 15 20 25 30-120

-100

-80

-60

-40

-20

0

20

40

60

Time

Hea

ding

Heading Consensus using Equations (21) and (22)

Nodes converge to heading of leader

Consensus Control for Formations

heading angle

Formation- a Tree network

Convergence of headings

10 20 30 40 50 60 70 80 90 100-200

-150

-100

-50

0

50

100

150

200

Heading Update using Spanning Tree Trust Update

x

y

Leader

y

x

( )ci

i ij j ij N

aθ θ θ∈

= −∑

cossin

i i

i i

x Vy V

θθ

==

time

leader

Page 16: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

16

Eigenstructure of Graphs

Page 17: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Closed-loop dynamics depends on L

x Lx= −

Closed-loop system with local voting protocol

L =D-A has row sum of 0

10 1

1L c Lc = =

L= D-A= graph Laplacian matrix

( ) (0)Ltx t e x−=

Eigenvalues of L determine time response

At steady-state 0 s sx Lx= = −

Therefore at steady state

11

1sx c c

= =

For any constant c

and consensus is reached

( )i

i ij j ij N

x a x x∈

= −∑

Page 18: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Eigenstructure of Graph Laplacian Matrix

1L MJM −=

In general the Jordan form matrix is

State Space Transformation1

1

i

i

i

J block diag

λλ

λ

=

We consider the case of simple L which has diagonal Jordan form1

2

N

J

λλ

λ

=

Define transformation matrix as the modal matrix Then[ ]1 2 NM v v v=

[ ] [ ]1

21 2 1 2N N

N

LM MJ L v v v v v v

λλ

λ

= = =

( ) 0i iI L vλ − =

So that

and

or

i i iLv vλ=

is said to be a right eigenvector for the eigenvalue iv iλ

Right Eigenvectors

Page 19: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1L MJM −=

So can write either as before

11 1

21 1 2 2

T T

T T

T TNN N

w ww w

M L JM L

w w

λλ

λ

− −

= = =

LM MJ=

Or 1 1M L JM− −=

Define inverse modal matrix as

1

1 2

T

T

TN

ww

M

w

=

and

or

is said to be a left eigenvector for the eigenvalue iw iλ

Then

( ) 0Ti iw I Lλ − =

T Ti i iw L wλ=

Left Eigenvectors

Page 20: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Connectivity for Undirected Graphs

Connected if for all nodes i and j there is a path from i to j.If there is a path from i to j, there is a path from j to i

[ ] [ ] Tij jiA a a A= = =

ij jia a=

T TL D A D A L= − = − =

Page 21: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Any undirected graph has Hence, all its eigenvalues are real and can be ordered as

Page 22: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Since L has all row sums zero :

where and c is any constant

1 10 1 ( )L c I L vλ= − = −

so 1 0λ = Is an eigenvalue and 1 1v c= is the right e-vector

1 0λ =if 1 1v c=and

Page 23: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1

2

3

4

56

Theorem. Graph contains a spanning tree iff e-val at is simple.

Graph strongly connected implies exists a spanning tree

Then 2 0λ >

Then L has one e-val at zero and all the rest in open right-half plane

1 0λ =

Then -L has one e-val at zero and all the rest stable

Theorem : L has rank N-1, i.e is non-repeated, if and only if graph G has a spanning tree.

1 0λ =

Page 24: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1( ) (0) (0)i

NtLt T

i ij

x t e x v e w xλ−−

=

= =∑Modal decomposition

[ ]1 1

21 21 2

1

T

T NT

N i i ij

TN N

ww

L MJM v v v v w

w

λλ

λ

λ

=

= = =

Modal decomposition

x Lx= −

( ) (0)Ltx t e x−=

Page 25: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Closed-loop dynamics depends on eigenstructure of L1

( ) (0) (0)i

NtLt T

i ij

x t e x v e w xλ−−

=

= =∑

x Lx= −

Closed-loop system with local voting protocol

Modal decomposition

vi = right e-vectorswi = left e-vectors

1 12 1

21

1

00

0

N

N N

d a aa

L D A

d a

= − = −

L has row sum of 0

10 1

1L L = =

or 1 10 1 ( )L I L vλ= − = −

so 1 0λ = and 1 1v = is the right e-vector

1,

N

i ijj

d a=

=∑ = row sum

1L MJM −=Jordan Normal Form

Page 26: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Consensus: Final Consensus Value

x Lx= −

Closed-loop system with local voting protocol

Modal decomposition

[ ]1

1

1 1 11

1 (0) 1( ) (0) (0)

1 (0) 1

Nt T

N j jj

N

xx t v e w x x

x

λ γ γ γ−

=

→ = =

Let be simple. Then at steady-state1 0λ =

with [ ]1 1T

Nw γ γ= the normalized left e-vector of 1 0λ =

Therefore 1

( ) (0)N

i j jj

x t xγ=

→∑ for all nodes CONSENSUS

( )1 1

( ) (0) (0) (0)i i

N Nt tLt T T

i i i ij j

x t e x v e w x w x e vλ λ− −−

= =

= = =∑ ∑

Importance of left e-vector of 1 0λ =

Consensus value depends on communication graph structure

Page 27: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Consensus Leaders

with [ ]1 1T

Nw γ γ= the normalized left e-vector of 1 0λ =

1( ) (0)

N

i j jj

x t xγ=

→∑ for all nodesCONSENSUS

Theorem.

1

2

3

4

56

Spanning treeRoot node

0iγ ≠ iff node i is a Root node

So the consensus value is a weighted average of the initial conditions of all the Root nodes

Corollary. Let the graph be a tree. Then all nodes converge to IC of the root node

Page 28: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

( )1 1

( ) (0) (0) (0)i i

N Nt tLt T T

i i i ij j

x t e x v e w x w x e vλ λ− −−

= =

= = =∑ ∑

Convergence Rate

x Lx= −

Closed-loop system with local voting protocol

Modal decomposition

Let be simple. Then for large t1 0λ =

2 1 22 2 1 1 2 2

1( ) (0) (0) (0) 1 (0)

Nt t tT T T

j jj

x t v e w x v e w x v e w x xλ λ λ γ− − −

=

→ + = + ∑

2λ determines the rate of convergence and is called the FIEDLER e-value

1 0λ =

and the Fiedler e-val 2λThere is a big push to find expressions for the left e-vector for

Page 29: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Fiedler e-val depends on left e-vect for 1 0λ =

[ ]1 1T

Nw γ γ=

For a certain type of graph

Olshevsky and Tsitsiklis

212 2

1 11 min ( )

N N

i ij i jx S i ja x xλ γ

∈= =

= − −∑ ∑

Page 30: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Bounds for Fiedler e-val: Convergence RateUndirected Graphs Row sum = col sum, in-degree = out-degree, balanced

21

( )D vol Gλ ≥ D= diameter= length of longest path between 2 nodes

( ) ii

vol G d=∑

2 1N

Nλ δ≤

−δ, where is the minimum in-degree

In-degree = out-degree

Strogatz Small World Networks are faster

Directed Graphs- less is known

Star network has largest Fiedler e-val of any graph with the same number of nodes and edges

{ }1( ) min max out degree, max in degree1

na Ln

≤−

OUT degree is important

Book by Chai Wah WuWork of Fan Chung

Page 31: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Left e-vector for 1 0λ =

For a connected undirected graph1

2i

idL N

γ +=

+

where di is the out-degree= in-degree, N the number of nodes, L the number of edges

[ ]1 1T

Nw γ γ=

Hovareshthi & Baras

Page 32: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1( ) (0)

N

i j jj

x t xγ=

→∑ = weighted average of initial conditions of nodes

A graph is balanced if in-degree=out-degree

Balanced means that row sum= column sum

[ ]ijA a=

1

N

i ijj

d a=

=∑ Row sum= in-degree

1

No

i iji

d a=

=∑ Column sum= out-degree

Then L has row sum=0 and column sum=0

1 0Tw L = means that left e-vector is also 1

11

1w

= =

Consensus value is

1

1( ) (0)N

i jj

x t xN =

→ ∑ = average of initial conditions of nodes

Then Consensus value is

i

i

Consensus value depends on communication graph structure

Independent of graph structure

Page 33: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Undirected Graphseij is an edge if eji is an edge, and eij = eji

1

2

3

4

56

0 1 1 0 0 01 0 1 1 0 11 1 0 0 1 00 1 0 0 0 10 0 1 0 0 10 1 0 1 1 0

TA A

= =

A is symmetric

L=D-A is symmetric and positive semidefiniteA symmetric graph is balancedConnected undirected graph has average consensus value

Row sum= column sum so that in-degree= out-degree

1

1( ) (0)N

i jj

x t xN =

→ ∑ = average of initial conditions of nodes

Then Consensus value is

Independent of graph structure

Page 34: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Olshevsky and TsitsiklisBidirectional graph 0 0ij jia a≠ ⇒ ≠

Equal neighbor

1i in N= + Number of neighbors +1 (i.e. include node itself)

1 1,ij iii i

a an n

= =

Then left evector for 1 0λ =

[ ]1 1T

Nw γ γ=

( )i

in

Vol Gγ = ( ) i

iVol G n=∑where

Consensus value is 1 1

( ) (0) (0)( )

N Ni

i i i ii i

nx t x xVol G

γ= =

→ =∑ ∑

ij jia a≠But maybe

Page 35: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Graph Laplacian Eigenstructure

L D A= −Laplacian

First eigenvalue is and 1 1v c= is the right e-vector

All other eigenvalues have positive real parts Iff there exists a spanning treeA sufficient condition for this is strongly connected.

1 0λ =

x Lx= −First order consensus system

Then the Fiedler eigenvalue has positive real partAnd is a measure of the convergence rate

What about the other eigenvalues? Where are they?

Page 36: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

[ ] n nijE e R ×= ∈

1

:n

ii ijj ii

z C z e e≠=

∈ − ≤

Thm. Gerschgorin Circle Criterion. All eigenvalues of matrix

are located within the following union of n discs

0 dmax2dmax

L has row sum = 0 implies there is an eigenvalue at s=0

All e-vals are in the circles

1 20 Nλ λ λ= ≤ ≤ ≤

2λ Nλ

-2dmax

-dmax0

E-vals of -L

1 12 1

21

1

00

0

N

N N

d a aa

L D A

d a

= − = −

( , )i iC d d

Page 37: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

[ ] n nijE e R ×= ∈

1

:n

ii ijj ii

z C z e e≠=

∈ − ≤

Thm. Gerschgorin Circle Criterion. All eigenvalues of matrix

are located within the following union of n discs

Normalized Laplacian 1 1 1( )D L D D A I D A− − −= − = − has diagonal entries =1

0 1 2

L has row sum = 0 implies there is an eigenvalue at s=0

All e-vals are in the circle

1 20 Nλ λ λ= ≤ ≤ ≤

2λ Nλ

-2 -1 0E-vals of -L

Page 38: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

0 1 2

E.G. if graph is k-cyclic (all circular paths have a GCD of k)

then e-vals of are uniformly spaced around this circle

Then consensus time plot oscillates until steady-state

e.g. k=4

12

3

4 5

6

Captures the structure of social networks and rumor passing

1D L−

Page 39: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1

2 3

4 5 6

12

3

4 5

6

Graph Eigenvalues for Different Communication Topologies

Directed Tree-Chain of command

Directed Ring-Gossip networkOSCILLATIONS

Page 40: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Graph Eigenvalues for Different Communication Topologies

Directed graph-Better conditioned

Undirected graph-More ill-conditioned

65

34

2

1

4

5

6

2

3

1

Page 41: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Synchronization on Good Graphs

Chris Elliott fast video

65

34

2

1

1

2 3

4 5 6

Regular 2D mesh

N

N

Page 42: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Synchronization on Gossip Rings

Chris Elliott weird video

12

3

4 5

6

N

N

cycle2N

Page 43: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Control of a Network with a Leader Node

Page 44: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Controlled Consensus: Cooperative Tracker

Node state i ix u=Local voting protocol with control node v

( ) ( )i

i ij j i i ij N

u a x x b v x∈

= − + −∑

( ) 1x L B x B v= − + +

i i

i i ij i ij j ij N j N

u b a x a x b v∈ ∈

= − + + +

∑ ∑

0ib ≠ If control v is in the neighborhood of node i

Control node is in some neighborhoods iN

{ }iB diag b=

Theorem. Let at least one . Then L+B is nonsingular with all e-vals positiveand -(L+B) is asymptotically stable

0ib ≠

So initial conditions of nodes in graph A go away.Consensus value depends only on vIn fact, v is now the only spanning node

Get rid of dependence on initial conditions control node vRon Chen

Strongly connected graph L

Pinning Control

ibPinninggains

Page 45: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1

2

3

4

A = [0 0 0 0;1 0 1 0;0 0 0 1;1 0 0 0];

Lamdas = 0 1 1 2Consensus time approx 7.5 sec

0 2 4 6 8 10 12 14 16 18 200

1

2

3

4

5

6

7

8

9

Time

Sta

tes

with

diff

. Ini

. con

d.

Controlled Consensus

Average of ICS

Original network

Controlled network L

Lamdas = 0 1 1 1 2

0 2 4 6 8 10 12 14 16 18 200

1

2

3

4

5

6

7

8

9

Time

Sta

tes

with

diff

. Ini

. con

d.

Consensus time approx 8 sec

Leader’s IC

1

2

3

4

Page 46: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple
Page 47: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Open Research TopicTime-varying edge weights

( )ci

i ij ij j ij N

aθ ξ θ θ∈

= −∑

ijξ

????ijξ =

Is the control input

An extension of Adaptive Control Methods

Lyapunov Design?

S. Boyd showed that if some edge weights are negative, convergence speed is faster

Page 48: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Second Order Consensus – Kevin Moore and Wei Ren

Let each node have an associated state i ix u=

Second-order local voting protocol

0 1( ) ( )i i

i ij j i ij j ij N j N

u a x x a x xγ γ∈ ∈

= − + −∑ ∑

x Lx= −

Consensus works because the closed-loop system is Type I.

has an integrator- simple e-val at 0.

Closed-loop system

0 1

0 Ix x

L Lγ γ

= − −

Reaches consensus in both iff graph has a spanning tree and gains are chosen for stability

Has 2 integrators- Can follow a ramp consensus input

,i ix x

PD cooperative control

Page 49: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Second Order Controlled Consensus for Position Offset Control – Kevin Moore and Wei Ren

node state i ix u=

Second-order controlled protocol

[ ]0 1 0 0( ) ( ) ( ) ( )i i

i ij j i ij ij j i i i ij N j N

u a x x a x x b x x x xγ γ∈ ∈

= − −∆ + − + − + − ∑ ∑

where node 0 is a leader node.

ij∆ is a desired separation vector

Good for formation offset position control Leader

Followers

ij∆

x0

v

Page 50: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

The cloud-capped towers, the gorgeous palaces,The solemn temples, the great globe itself,Yea, all which it inherit, shall dissolve,And, like this insubstantial pageant faded,Leave not a rack behind.

We are such stuff as dreams are made on, and our little life is rounded with a sleep.

Our revels now are ended. These our actors, As I foretold you, were all spirits, and Are melted into air, into thin air.

Prospero, in The Tempest, act 4, sc. 1, l. 152-6, Shakespeare

Page 51: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

52

Graph Matrix Theory

Page 52: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

0A ≥ with row sum positive= di

L D A= −

Zhihua Qu 2009 book

is an M matrix

00

M+ ≤

= ≤ + Off-diagonal entries 0≤Principal minors nonnegative – singular M matrix

Nonsingular M matrix if all principal minors positive

L also has all row sums = 0

Do not confuse with stochastic matrix

0E ≥ is row stochastic if all row sums =1

LtE e−= is row stochastic with positive diagonal elements

0E ≥ be row stochastic. Then A=I-E is an M matrix with row sums zero.Let

Discrete-time voting protocol gives stochastic c.l. matrix 1k kx Ex+ =1 1( ) ( ) ( )E I D I A I I D L− −= + + = − +

Page 53: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

F is said to be lower triangularly complete if in every row i there exists at least one

is a scalar, it is equal to 0.) is square and irreducible. (note- if

Matrix E is reducible if it can be brought by row/column permutations to the form* 0* *

Two matrices that are similar using permutation matrices are said to be cogredient.

Irreducibility

A graph G(A) is strongly connected iff its adjacency matrix A is irreducible.

11

21 22

1 2

0 00T

p p pp

FF F

F TET

F F F

= =

iiF iiF

A reducible matrix E can be brought by a permutation matrix T to the lower block triangular (LBT) Frobenius canonical form

where

j i<0ijF ≠

0,ijF j i> ∀ <

such that (i.e. it has least one nonzero entry).

.

F is said to be lower triangularly positive if

F is lower triang. Complete iff the associated graph has a spanning tree

Page 54: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Then is an eigenvalue of E iff all row sums are equal to 0.Moreover, let E be irreducible with all row sums equal to zero. Then

It is strictly diagonally dominant if these inequalities are all strict. E is strongly diagonally dominant if at least one of the inequalities is strict [Serre 2000]E is irreducibly diagonally dominant if it is irreducible and at least one of the inequalities is strict.

Let E be a diagonally dominant M matrix (i.e. nonpositive elements off the diagonal, nonnegative elements on the diagonal).

[ ] n nijE e R ×= ∈ ii ij

j ie e

≥∑

0λ =

Matrix is diagonally dominant if, for all i,

has multiplicity of 1.

Diagonal Dominance

0λ =

Thm. Let E be strictly diagonally dominant or irreducibly diagonally dominant. Then E is nonsingular. If in addition, the diagonal elements of E are all positive real numbers, then

Re ( ) 0, 1i E i nλ > ≤ ≤

SO. Let graph be irreducible. Then the Laplacian L has simple e-value at 0.Add a positive number to any diagonal entry of L to get .

Then is nonsingular and is stable.L

L L−

Page 55: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Thm. Properties of Irreducible M matrices.

Let E=sI-A be an irreducible M matrix, that is,

5. exists and is nonnegative for all nonnegative diagonal matrices D with at least one positive element.

6. Matrix E has Property c.7. There exists a positive diagonal matrix P such that

Then,1. E has rank n-1.2. there exists a vector v>0 such that Ev=0.3. implies Ex=0.4. Each principal submatrix of order less that n is a nonsingular M matrix

0A ≥

0Ex ≥

1( )D E −+

TPE E P+That is, matrix E is pseudo-diagonally dominant, That is, matrix -E is Lyapunov stable.

and is irreducible.

is positive semidefinite, Used for Lyapunov Proofs

Interpret E as the Laplacian matrix L

Zhihua Qu Book 2009

Page 56: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple
Page 57: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Original network to be controlledHow to pick

Injection nodes?

u1

u2 u3 External control nodes added

Lei Guo – Soft controlDo not change the local protocols of the nodescan only add additional neighbors to influence existing nodes

Extension of virtual leader approach

Page 58: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

[ ]11 12 1 11 12 1

21 21 2 ( )

1 2 1

[ ]

N m

m N N mij

N N NN N Nm

a a a b b ba b b

A A B a R

a a a b b

× +

= = ≡ ∈

1 2 1{ : 1, } { , , , , , , }i N mx i N m x x x u u= + =

Add m additional control nodes[ ] 0ijB b= ≥ 0ijb ≥ is the weight from control node uj to existing network node vi. where

Augmented state

New connectivity matrix

Row sum = id

11 12 11 11 12 1

21 221

11 2

mN

m

N NmN N N NN

b b bd a a ab ba

D A B

b ba a d a

− − −− − −

− −− − − =

− −− − −

Laplacian

L D A= −

Page 59: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Modified local voting protocol

( )i

i ij j ij N

a x xµ∈

= −∑

{ }iD diag d=

1,i ij

j N md a

= +

= ∑ A

modified diagonal matrix of in-degrees

with the i-th row sum of , which includes the new control nodes.

SOFT CONTROL, includes new control nodes in some nbhds

N NL D A R ×= − ∈

x Lx Bu= − +

Modified Laplacian

New closed-loop system

Row sum of [ ]L B D A B − = − − is zero

But i-th row sum of L D A= −

i i id d δ= + where iδ = i-th row sum of control matrix B.

has been increased by iδ

i ix µ= Lei Guo

Page 60: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1 11 12 1

21 2 22

1 2

[ ]

N

N Nij

N N N NN

L L LL L

L D A L L R

L L L

δδ

δ

×

+ + = − = ∆ + ≡ ≡ ∈ +

iδ = i-th row sum of control matrix B.

Lemma Let L have row sum zero and be irreducible.At least one 0iδ ≠

Then 1 11 12 1

21 2 22

1 2

[ ]

N

N Nij

N N N NN

L L LL L

L D A L L R

L L L

δδ

δ

×

+ + = − = ∆ + ≡ ≡ ∈ +

is irreducibly diagonally dominant and hence nonsingular.

Lemma. Then is asymp. stable.L−

Page 61: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

RTP 1. Let { } , 0i iL diag Lδ δ= + ≥

Then relate eigenvalues of to those of L . They are shifted right by some amount.

and L be irreducible

L

Special case. ,i c iδ = ∀

Then all e-vals are shifted right by c

Conjecture. Let L be irreducible. Then L∆ + > ∆

{ }idiag δ∆ =Define

1 11 12 1

21 2 22

1 2

[ ]

N

N Nij

N N N NN

L L LL L

L D A L L R

L L L

δδ

δ

×

+ + = − = ∆ + ≡ ≡ ∈ +

iδ = i-th row sum of control matrix B.

Page 62: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

1 11 12 1

21 2 22

1 2

[ ]

N

N Nij

N N N NN

L L LL L

L D A L L R

L L L

δδ

δ

×

+ + = − = ∆ + ≡ ≡ ∈ +

My Theorem

Let

{ }idiag δ∆ =

N NL R ×∈

( ) ( )1 2

1 2 1 21 21 1

j j js

j j j j j js ss

ki i i

i i i i i is j j j k

L L L Lδ δ δ= ≤ < < < ≤

= ∆ + = +∑ ∑

Then the determinant of is given by

Define

Minor with rows and columns struck out

( )

11 1 1 11 1 1 11 1

1 1 1

1 1 1

0

0

i N i N N

i i ii i ii i i

N Ni NN N Ni NN N NN

ii i

L L L L L L L LL L L L L

L L

L L L L L L L L

L L

δ δ

δ

+= ∆ + ≡ = +

= +

Example- one diagonal entry positiveiδ

To increase the determinant as much as possible-Add to the node with the largest OUT-degree, i.e. largest column sumiδ

We call the out-degree of node i its influence or social standing. - John Baras

Page 63: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Original network to be controlledwith fixed structure

Control graphwith desired structure

0 0x xL Bu u

− =

Overall Dynamics

Does not reach consensus unless matrix is irreducible.

00 00 0 0 0

aug A BL B DL

− = = −

augL irreducible iff m=1

Add control graph 000 0

augG G

A BL B DL

GL D −

= = −

0 G

x xL Bu uL

− = −

Induced Strogatz Small World StructureReduced diameter= longest path length, larger Fiedler e-val, so faster

has m e-vals at 0

Page 64: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple

Original network to be controlled

u1u2 External control nodes addedy1y2

Control outputs

Results. To make the controlled network as fast as possible,

Tap into the node with the LARGEST out-degree (highest social standing)

And take measured outputs from the nodes with the SMALLEST out-degree

- Zhihua Qu

Page 65: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple
Page 66: Multi-agent Consensus and Algebraic Graph Theory › utari › acs › ee5329 › lectures › 2017 EE 5329 lecture 2_… · Graph contains a spanning tree iff e-val at is simple