OCAug 25, 2011
Digital Self Triggered Robust Control of Nonlinear SystemsM. D. Di Benedetto, S. Di Gennaro, A. D'Innocenzo
In this paper we develop novel results on self triggering control of nonlinear systems, subject to perturbations and actuation delays. First, considering an unperturbed nonlinear system with bounded actuation delays, we provide conditions that guarantee the existence of a self triggering control strategy stabilizing the closed--loop system. Then, considering parameter uncertainties, disturbances, and bounded actuation delays, we provide conditions guaranteeing the existence of a self triggering strategy, that keeps the state arbitrarily close to the equilibrium point. In both cases, we provide a methodology for the computation of the next execution time. We show on an example the relevant benefits obtained with this approach, in terms of energy consumption, with respect to control algorithms based on a constant sampling, with a sensible reduction of the average sampling time.
OCAug 31, 2012
Optimal co-design of control, scheduling and routing in multi-hop control networksF. Smarra, A. D'Innocenzo, M. D. Di Benedetto
A Multi-hop Control Network consists of a plant where the communication between sensors, actuators and computational units is supported by a (wireless) multi-hop communication network, and data flow is performed using scheduling and routing of sensing and actuation data. Given a SISO LTI plant, we will address the problem of co-designing a digital controller and the network parameters (scheduling and routing) in order to guarantee stability and maximize a performance metric on the transient response to a step input, with constraints on the control effort, on the output overshoot and on the bandwidth of the communication channel. We show that the above optimization problem is a polynomial optimization problem, which is generally NP-hard. We provide sufficient conditions on the network topology, scheduling and routing such that it is computationally feasible, namely such that it reduces to a convex optimization problem.
SYApr 23, 2018
Approximate Abstractions of Markov Chains with Interval Decision Processes (Extended Version)Y. Zacchia Lun, J. Wheatley, A. D'Innocenzo et al.
This work introduces a new abstraction technique for reducing the state space of large, discrete-time labelled Markov chains. The abstraction leverages the semantics of interval Markov decision processes and the existing notion of approximate probabilistic bisimulation. Whilst standard abstractions make use of abstract points that are taken from the state space of the concrete model and which serve as representatives for sets of concrete states, in this work the abstract structure is constructed considering abstract points that are not necessarily selected from the states of the concrete model, rather they are a function of these states. The resulting model presents a smaller one-step bisimulation error, when compared to a like-sized, standard Markov chain abstraction. We outline a method to perform probabilistic model checking, and show that the computational complexity of the new method is comparable to that of standard abstractions based on approximate probabilistic bisimulations.
SYMar 7, 2019
Linear quadratic regulation of polytopic time-inhomogeneous Markov jump linear systems (extended version)Y. Zacchia Lun, A. Abate, A. D'Innocenzo
In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the underlying Markov chain is polytopic and time-inhomogeneous, i.e. its transition probability matrix is varying over time, with variations that are arbitrary within a polytopic set of stochastic matrices. We address and solve for this class of systems the infinite-horizon optimal control problem. In particular, we show that the optimal controller can be obtained from a set of coupled algebraic Riccati equations, and that for mean square stabilizable systems the optimal finite-horizon cost corresponding to the solution to a parsimonious set of coupled difference Riccati equations converges exponentially fast to the optimal infinite-horizon cost related to the set of coupled algebraic Riccati equations. All the presented concepts are illustrated on a numerical example showing the efficiency of the provided solution.