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NONLINEAR CONTROL with LIMITED INFORMATION Daniel Liberzon Coordinated Science Laboratory and Dept. of Electrical & Computer Eng., Univ. of Illinois at Urbana-Champaign y talk, 2 nd Indian Control Conference, Hyderabad, Jan 5, 2015 1 of 21

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

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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 3 of 21

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

NONLINEAR CONTROL with

LIMITED INFORMATION

Daniel Liberzon

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

Plenary talk, 2nd Indian Control Conference, Hyderabad, Jan 5, 2015 1 of 21

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

Plant

Controller

INFORMATION FLOW in CONTROL SYSTEMS

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

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 interest3 of 21

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

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

• Deterministic & stochastic models• Tools from information theory• Mostly for linear plant dynamics

BACKGROUNDPrevious work:

• Unified framework for• quantization• time delays• disturbances

Our goals:• Handle nonlinear dynamics

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

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

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

QUANTIZATION

Encoder Decoder

QUANTIZER

finite subset of

is partitioned into quantization regions

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

QUANTIZATION and ISS

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

– assume glob. asymp. stable (GAS)

QUANTIZATION and ISS

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

QUANTIZATION and ISS

no longer GAS

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

QUANTIZATION and ISS

quantization error

Assume

class

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

Solutions that start inenter and remain there

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

In time domain:

QUANTIZATION and ISS

quantization error

Assume

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

LINEAR SYSTEMS

Quantized control law:

9 feedback gain & Lyapunov function

Closed-loop:

(automatically ISS w.r.t. )

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

DYNAMIC QUANTIZATION

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

DYNAMIC QUANTIZATION

– zooming variable

Hybrid quantized control: is discrete state

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

DYNAMIC QUANTIZATION

– zooming variable

Hybrid quantized control: is discrete state

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

Zoom out to overcome saturation

DYNAMIC QUANTIZATION

– zooming variable

Hybrid quantized control: is discrete state

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

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

[L–Nešić, ’05, ’06, L–Nešić–Teel ’14]9 of 21

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

QUANTIZATION and DELAY

Architecture-independent approach

Based on the work of Teel

Delays possibly large

QUANTIZER DELAY

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

QUANTIZATION and DELAY

where

Can write

hence

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

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:

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

FINAL RESULT

Need:

small gain true

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

FINAL RESULT

Need:

small gain true

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

FINAL RESULT

solutions starting in enter and remain there

Can use “zooming” to improve convergence

Need:

small gain true

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

EXTERNAL DISTURBANCES [Nešić–L]

State quantization and completely unknown disturbance

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

EXTERNAL DISTURBANCES [Nešić–L]

State quantization and completely unknown disturbance

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

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:

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

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

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

ACTIVE PROBING for INFORMATION

dynamic

dynamic

(changes at sampling times)

(time-varying)

PLANT

QUANTIZER

CONTROLLER

Encoder Decoder

very small16 of 21

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

NONLINEAR SYSTEMS

sampling times

Example:

Zoom out to get initial bound

Between samplings

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

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 )

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

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 18 of 21

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

ROBUSTNESS of the CONTROLLER

ISS w.r.t.

Same condition as before (restrictive, hard to check)

checkable sufficient conditions ([Hespanha-L-Teel])

ISS w.r.t.

Option 1.

Option 2. Look at the evolution of

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

LINEAR SYSTEMS

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

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:

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

OTHER RESEARCH DIRECTIONS

• Modeling uncertainty (with L. Vu)

• Disturbances and coarse quantizers (with Y. Sharon)

• Multi-agent coordination (with S. LaValle and J. Yu)

• Quantized output feedback and observers (with H. Shim)

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

• Performance-based design (with F. Bullo)

• Quantized control of switched systems

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