Minyue Fu

Tianju Sui, Damian Marelli, Ximing Sun et al.

This paper focuses on a networked state estimation problem for a spatially large linear system with a distributed array of sensors, each of which offers partial state measurements, and the transmission is lossy. We propose a measurement coding scheme with two goals. Firstly, it permits adjusting the communication requirements by controlling the dimension of the vector transmitted by each sensor to the central estimator. Secondly, for a given communication requirement, the scheme is optimal, within the family of linear causal coders, in the sense that the weakest channel condition is required to guarantee the stability of the estimator. For this coding scheme, we derive the minimum mean-square error (MMSE) state estimator, and state a necessary and sufficient condition with a trivial gap, for its stability. We also derive a sufficient but easily verifiable stability condition, and quantify the advantage offered by the proposed coding scheme. Finally, simulations results are presented to confirm our claims.

Tianju Sui, Damián Marelli, Minyue Fu et al.

Distributed parameter estimation for large-scale systems is an active research problem. The goal is to derive a distributed algorithm in which each agent obtains a local estimate of its own subset of the global parameter vector, based on local measurements as well as information received from its neighbours. A recent algorithm has been proposed, which yields the optimal solution (i.e., the one that would be obtained using a centralized method) in finite time, provided the communication network forms an acyclic graph. If instead, the graph is cyclic, the only available alternative algorithm, which is based on iterative matrix inversion, achieving the optimal solution, does so asymptotically. However, it is also known that, in the cyclic case, the algorithm designed for acyclic graphs produces a solution which, although non optimal, is highly accurate. In this paper we do a theoretical study of the accuracy of this algorithm, in communication networks forming cyclic graphs. To this end, we provide bounds for the sub-optimality of the estimation error and the estimation error covariance, for a class of systems whose topological sparsity and signal-to-noise ratio satisfy certain condition. Our results show that, at each node, the accuracy improves exponentially with the so-called loop-free depth. Also, although the algorithm no longer converges in finite time in the case of cyclic graphs, simulation results show that the convergence is significantly faster than that of methods based on iterative matrix inversion. Our results suggest that, depending on the loop-free depth, the studied algorithm may be the preferred option even in applications with cyclic communication graphs.

Damian Marelli, Mohsen Zamani, Minyue Fu

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear time-invariant subsystems, given in the state-space form. We propose a distributed Kalman filtering scheme for this setup. The proposed method provides, at each node, an estimation of the state parameter, only based on locally available measurements and those from the neighbor nodes. The special feature of this method is that it exploits the particular structure of the considered network to obtain an estimate using only one prediction/update step at each time step. We show that the estimate produced by the proposed method asymptotically approaches that of the centralized Kalman filter, i.e., the optimal one with global knowledge of all network parameters, and we are able to bound the convergence rate. Moreover, if the initial states of all subsystems are mutually uncorrelated, the estimates of these two schemes are identical at each time step.

Weizhou Su, Jieying Lu, Yilin Wu et al.

This work studies mean-square stabilizability via output feedback for a networked linear time invariant (LTI) feedback system with a non-minimum phase plant. In the feedback system, the control signals are transmitted to the plant over a set of parallel communication channels with possible packet dropout. Our goal is to analytically describe intrinsic constraints among channel packet dropout probabilities and the plant's characteristics, such as unstable poles, non-minimum phase zeros in the mean-square stabilizability of the system. It turns out that this is a very hard problem. Here, we focus on the case in which the plant has relative degree one and each non-minimum zero of the plant is only associated with one of control input channels. Then, the admissible region of packet dropout probabilities in the mean-square stabilizability of the system is obtained. Moreover, a set of hyper-rectangles in this region is presented in terms of the plant's non-minimum phase zeros, unstable poles and Wonham decomposition forms which is related to the structure of controllable subspace of the plant. When the non-minimum phase zeros are void, it is found that the supremum of packet dropout probabilities' product in the admissible region is determined by the product of plant's unstable poles only. A numerical example is presented to illustrate the fundamental constraints in the mean-square stabilizability of the networked system.

Zhaorong Zhang, Minyue Fu

Gaussian Belief Propagation (BP) algorithm is one of the most important distributed algorithms in signal processing and statistical learning involving Markov networks. It is well known that the algorithm correctly computes marginal density functions from a high dimensional joint density function over a Markov network in a finite number of iterations when the underlying Gaussian graph is acyclic. It is also known more recently that the algorithm produces correct marginal means asymptotically for cyclic Gaussian graphs under the condition of walk summability. This paper extends this convergence result further by showing that the convergence is exponential under the walk summability condition, and provides a simple bound for the convergence rate.

Imil Hamda Imran, Zhiyong Chen, Lijun Zhu et al.

In traditional adaptive control, the certainty equivalence principle suggests a two-step design scheme. A controller is first designed for the ideal situation assuming the uncertain parameter was known and it renders a Lyapunov function. Then, the uncertain parameter in the controller is replaced by its estimation that is updated by an adaptive law along the gradient of Lyapunov function. This principle does not generally work for a multi-agent system as an adaptive law based on the gradient of (centrally constructed) Lyapunov function cannot be implemented in a distributed fashion, except for limited situations. In this paper, we propose a novel distributed adaptive scheme, not relying on gradient of Lyapunov function, for general multi-agent systems. In this scheme, asymptotic consensus of a second-order uncertain multi-agent system is achieved in a network of directed graph.

Damián Marelli, Tianju Sui, Eduardo Rohr et al.

Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement equation, i.e., the measurement matrix and the measurement error covariance, are random. Our result also generalizes existing ones in the sense that it does not require the system matrix to be diagonalizable. For this general setting, we state a necessary and a sufficient condition for stability, and address its numerical computation. An important application of our generalization is a networking setting with multiple sensors which transmit their measurement to the estimator using a sensor scheduling protocol over a lossy network. We demonstrate how our result is used for assessing the stability of a Kalman filter in this multi-sensor setting.