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

Mar 30, 2015

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Page 1: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

CONTROL with LIMITED INFORMATION

Daniel Liberzon

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

Page 2: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

REASONS for SWITCHING

• Nature of the control problem

• Sensor or actuator limitations

• Large modeling uncertainty

• Combinations of the above

Page 3: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

Plant

Controller

INFORMATION FLOW in CONTROL SYSTEMS

Page 4: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

INFORMATION FLOW in CONTROL SYSTEMS

• Limited communication capacity • many control loops share network cable or wireless medium

• microsystems with many sensors/actuators on one chip

• Need to minimize information transmission (security)

• Event-driven actuators

• Coarse sensing

• Theoretical interest

Page 5: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

[Brockett, Delchamps, Elia, Mitter, Nair, Savkin, Tatikonda, Wong,…]

• Deterministic & stochastic models

• Tools from information theory

• Mostly for linear plant dynamics

BACKGROUND

Previous work:

• Unified framework for

• quantization

• time delays

• disturbances

Our goals:

• Handle nonlinear dynamics

Page 6: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

Caveat:

This doesn’t work in general, need robustness from controller

OUR APPROACH

(Goal: treat nonlinear systems; handle quantization, delays, etc.)

• Model these effects via deterministic error signals,

• Design a control law ignoring these errors,

• “Certainty equivalence”: apply control,

combined with estimation to reduce to zero

Technical tools:

• Input-to-state stability (ISS)

• Lyapunov functions

• Small-gain theorems

• Hybrid systems

Page 7: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

QUANTIZATION

Encoder Decoder

QUANTIZER

finite subset

of

is partitioned into quantization regions

Page 8: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

QUANTIZATION and ISS

Page 9: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

– assume glob. asymp. stable (GAS)

QUANTIZATION and ISS

Page 10: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

QUANTIZATION and ISS

no longer GAS

Page 11: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

QUANTIZATION and ISS

quantization error

Assume

class

Page 12: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

Solutions that start in

enter and remain there

This is input-to-state stability (ISS) w.r.t. measurement errors

In time domain:

QUANTIZATION and ISS

quantization error

Assume

Page 13: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

LINEAR SYSTEMS

Quantized control law:

9 feedback gain & Lyapunov function

Closed-loop:

(automatically ISS w.r.t. )

Page 14: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

DYNAMIC QUANTIZATION

Page 15: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

DYNAMIC QUANTIZATION

– zooming variable

Hybrid quantized control: is discrete state

Page 16: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

DYNAMIC QUANTIZATION

– zooming variable

Hybrid quantized control: is discrete state

Page 17: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

Zoom out to overcome saturation

DYNAMIC QUANTIZATION

– zooming variable

Hybrid quantized control: is discrete state

Page 18: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

After ultimate bound is achieved,recompute partition for smaller region

DYNAMIC QUANTIZATION

– zooming variable

Hybrid quantized control: is discrete state

ISS from to ISS from to small-gain conditionProof:

Can recover global asymptotic stability

Page 19: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

QUANTIZATION and DELAY

Architecture-independent approach

Based on the work of Teel

Delays possibly large

QUANTIZER DELAY

Page 20: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

QUANTIZATION and DELAY

where

Can write

hence

Page 21: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

SMALL – GAIN ARGUMENT

if

then we recover ISS w.r.t. [Teel ’98]

Small gain:

Assuming ISS w.r.t. actuator errors:

In time domain:

Page 22: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

FINAL RESULT

Need:

small gain true

Page 23: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

FINAL RESULT

Need:

small gain true

Page 24: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

FINAL RESULT

solutions starting in

enter and remain there

Can use “zooming” to improve convergence

Need:

small gain true

Page 25: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

EXTERNAL DISTURBANCES [Nešić–L]

State quantization and completely unknown disturbance

Page 26: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

EXTERNAL DISTURBANCES [Nešić–L]

State quantization and completely unknown disturbance

Page 27: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

Issue: disturbance forces the state outside quantizer range

Must switch repeatedly between zooming-in and zooming-out

Result: for linear plant, can achieve ISS w.r.t. disturbance

(ISS gains are nonlinear although plant is linear; cf. [Martins])

EXTERNAL DISTURBANCES [Nešić–L]

State quantization and completely unknown disturbance

After zoom-in:

Page 28: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

NETWORKED CONTROL SYSTEMS [Nešić–L]

NCS: Transmit only some variables according to time scheduling protocol

Examples: round-robin, TOD (try-once-discard)

QCS: Transmit quantized versions of all variables

NQCS: Unified framework combining time scheduling and quantization

Basic design/analysis steps:

• Design controller ignoring network effects

• Apply small-gain theorem to compute upper bound on maximal allowed transmission interval (MATI)

• Prove discrete protocol stability via Lyapunov function

Page 29: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

ACTIVE PROBING for INFORMATION

dynamic

dynamic

(changes at sampling times)

(time-varying)

PLANT

QUANTIZER

CONTROLLER

Encoder Decoder

very small

Page 30: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

NONLINEAR SYSTEMS

sampling times

Example:

Zoom out to get initial bound

Between samplings

Page 31: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

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(dependent on )

Page 32: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

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

If this is ISS w.r.t. as before, then

Page 33: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

LINEAR SYSTEMS

Page 34: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

LINEAR SYSTEMS

[Baillieul, Brockett-L, Hespanha, Nair-Evans, Petersen-Savkin,Tatikonda]

Between sampling times,

where is Hurwitz0

• divided by 3 at each sampling time

• grows at most by in one period

amount of static infoprovided by quantizer

sampling frequency vs. open-loop instability

global quantity:

Page 35: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

HYBRID SYSTEMS as FEEDBACK CONNECTIONS

continuous

discrete

[Nešić–L, ’05, ’06]

• Other decompositions possible

• Can also have external signals

Page 36: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

SMALL – GAIN THEOREM

Small-gain theorem [Jiang-Teel-Praly ’94] gives GAS if:

• Input-to-state stability (ISS) from to :

• ISS from to :

• (small-gain condition)

Page 37: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

SUFFICIENT CONDITIONS for ISS

[Hespanha-L-Teel ’08]

# of discrete events on is

• ISS from to if:

and

• ISS from to if ISS-Lyapunov function [Sontag ’89]:

Page 38: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

LYAPUNOV – BASED SMALL – GAIN THEOREM

Hybrid system is GAS if:

and # of discrete events on is

Page 39: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

SKETCH of PROOF

is nonstrictly decreasing along trajectories

Trajectories along which is constant? None!

GAS follows by LaSalle principle for hybrid systems [Lygeros et al. ’03, Sanfelice-Goebel-Teel ’07]

Page 40: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

quantization error

Zoom in:

where

ISS from to with gain

small-gain condition!

ISS from to with some linear gain

APPLICATION to DYNAMIC QUANTIZATION

Page 41: CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign.

RESEARCH DIRECTIONS

• Modeling uncertainty (with L. Vu)

• Disturbances and coarse quantizers (with Y. Sharon)

• Avoiding state estimation (with S. LaValle and J. Yu)

• Quantized output feedback

• Performance-based design

• Vision-based control (with Y. Ma and Y. Sharon)

http://decision.csl.uiuc.edu/~liberzon