Stefan Wildhagen

Stefan Wildhagen, Matthias A. Müller, Frank Allgöwer

In this paper, we analyze an economic model predictive control scheme with terminal region and cost, where the system is optimally operated in a certain subset of the state space. The predictive controller operates with a cyclic horizon, which means that starting from an initial length, the horizon is reduced by one at each time step before it is restored to its maximum length again after one cycle. We give performance guarantees for the closed loop, and under a suitable dissipativity condition, establish convergence to the optimal subset. Moreover, we present conditions under which asymptotic stability of the optimal subset can be guaranteed. The results are illustrated in a practical example from the context of Networked Control Systems, which initially motivated the development of the theory presented in this paper.

Sebastian Schlor, Michael Hertneck, Stefan Wildhagen et al.

Encrypted control systems allow to evaluate feedback laws on external servers without revealing private information about state and input data, the control law, or the plant. While there are a number of encrypted control schemes available for linear feedback laws, only few results exist for the evaluation of more general control laws. Recently, an approach to encrypted polynomial control was presented, relying on two-party secret sharing and an inter-server communication protocol using homomorphic encryption. As homomorphic encryptions are much more computationally demanding than secret sharing, they make up for a tremendous amount of the overall computational demand of this scheme. For this reason, in this paper, we demonstrate that multi-party computation enables secure polynomial control based solely on secret sharing. We introduce a novel secure three-party control scheme based on three-party computation. Further, we propose a novel $n$-party control scheme to securely evaluate polynomial feedback laws of arbitrary degree without inter-server communication. The latter property makes it easier to realize the necessary requirement regarding non-collusion of the servers, with which perfect security can be guaranteed. Simulations suggest that the presented control schemes are many times less computationally demanding than the two-party scheme mentioned above.

Stefan Wildhagen, Simon Michalowsky, Jan Feiling et al.

We consider perturbation-based extremum seeking, which recovers an approximate gradient of an analytically unknown objective function through measurements. Using classical needle variation analysis, we are able to explicitly quantify the recovered gradient in the scalar case. We reveal that it corresponds to an averaged gradient of the objective function, even for very general extremum seeking systems. From this, we create a recursion which represents the learning dynamics along the recovered gradient. These results give rise to the interpretation that extremum seeking actually optimizes a function other than the original one. From this insight, a new perspective on global optimization of functions with local extrema emerges: because the gradient is averaged over a certain time period, local extrema might be evened out in the learning dynamics. Moreover, a multidimensional extension of the scalar results is given.