Iman Shames

Farhad Farokhi, Iman Shames, Karl H. Johansson

A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge. As a result, the algorithm might be needed to be terminated prematurely. One is then interested to see if the solution at the point of termination is close to the optimal solution and when one should terminate the algorithm if a certain distance to optimality is to be guaranteed. In this chapter, we look at this problem for distributed systems under general dynamical and performance couplings, then, we make a statement on validity of similar results where the problem is solved using alternating direction method of multipliers.

Carlos Murguia, Iman Shames, Justin Ruths et al.

As more attention is paid to security in the context of control systems and as attacks occur to real control systems throughout the world, it has become clear that some of the most nefarious attacks are those that evade detection. The term stealthy has come to encompass a variety of techniques that attackers can employ to avoid being detected. In this manuscript, for a class of perturbed linear time-invariant systems, we propose two security metrics to quantify the potential impact that stealthy attacks could have on the system dynamics by tampering with sensor measurements. We provide analysis mathematical tools (in terms of linear matrix inequalities) to quantify these metrics for given system dynamics, control structure, system monitor, and set of sensors being attacked. Then, we provide synthesis tools (in terms of semidefinite programs) to redesign controllers and monitors such that the impact of stealthy attacks is minimized and the required attack-free system performance is guaranteed.

Carlos Murguia, Iman Shames, Farhad Farokhi et al.

We study the problem of maximizing privacy of data sets by adding random vectors generated via synchronized chaotic oscillators. In particular, we consider the setup where information about data sets, queries, is sent through public (unsecured) communication channels to a remote station. To hide private features (specific entries) within the data set, we corrupt the response to queries by adding random vectors. We send the distorted query (the sum of the requested query and the random vector) through the public channel. The distribution of the additive random vector is designed to minimize the mutual information (our privacy metric) between private entries of the data set and the distorted query. We cast the synthesis of this distribution as a convex program in the probabilities of the additive random vector. Once we have the optimal distribution, we propose an algorithm to generate pseudo-random realizations from this distribution using trajectories of a chaotic oscillator. At the other end of the channel, we have a second chaotic oscillator, which we use to generate realizations from the same distribution. Note that if we obtain the same realizations on both sides of the channel, we can simply subtract the realization from the distorted query to recover the requested query. To generate equal realizations, we need the two chaotic oscillators to be synchronized, i.e., we need them to generate exactly the same trajectories on both sides of the channel synchronously in time. We force the two chaotic oscillators into exponential synchronization using a driving signal. Simulations are presented to illustrate our results.

Ming Xu, Stephen Gould, Iman Shames

We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior methods based on merit functions or the augmented Lagrangian class of algorithms, FilterDDP uses a step filter in conjunction with a line search to handle equality constraints. We identify two important design choices for the step filter criteria which lead to robust numerical performance: 1) we use the Lagrangian instead of the cost in the step acceptance criterion and, 2) in the backward pass, we perturb the value function Hessian. Both choices are rigorously justified, for 2) in particular by a formal proof of local quadratic convergence. In addition to providing a primal-dual interior point extension for handling OCPs with both equality and inequality constraints, we validate FilterDDP on three contact implicit trajectory optimisation problems which arise in robotics.

Farhad Farokhi, Iman Shames, Michael Cantoni

Consider a group of effort-averse, or lazy, sensors that seek to minimize the effort invested to collect measurements of a variable. Increasing the effort invested by the sensors improves the quality of the measurements provided to the central planner but this incurs increased costs to the sensors. The central planner, which processes the sensor measurements, employs an averaging estimator. It also determines contracts for rewarding sensors based on the measurements obtained. The problem of designing a contract that yields an estimation-error based quality-of-service level in return for the reward extended to sensors is investigated in this paper. To this end, a game is formulated between the central planner and the sensors. Conditions for the existence and uniqueness of an equilibrium are identified. The equilibrium is constructed explicitly and its properties in response to a reward based contract are studied. It turns out that the central planner, while not being able to directly measure the effort invested by the sensors, can enhance the estimation quality by rewarding each sensor based on the distance of its measurements from the output of the averaging estimator. Ultimately, optimal contracts are designed from the perspective of the budget required for achieving a specified level of estimation error.

Oliver Biggar, Iman Shames

In this paper we examine the relationship between the flow of the replicator dynamic, the continuum limit of Multiplicative Weights Update, and a game's response graph. We settle an open problem establishing that under the replicator, sink chain components -- a topological notion of long-run outcome of a dynamical system -- always exist and are approximated by the sink connected components of the game's response graph. More specifically, each sink chain component contains a sink connected component of the response graph, as well as all mixed strategy profiles whose support consists of pure profiles in the same connected component, a set we call the content of the connected component. As a corollary, all profiles are chain recurrent in games with strongly connected response graphs. In any two-player game sharing a response graph with a zero-sum game, the sink chain component is unique. In two-player zero-sum and potential games the sink chain components and sink connected components are in a one-to-one correspondence, and we conjecture that this holds in all games.

Yuen-Man Pun, Farhad Farokhi, Iman Shames

In this work, we consider a sequence of stochastic optimization problems following a time-varying distribution via the lens of online optimization. Assuming that the loss function satisfies the Polyak-Łojasiewicz condition, we apply online stochastic gradient descent and establish its dynamic regret bound that is composed of cumulative distribution drifts and cumulative gradient biases caused by stochasticity. The distribution metric we adopt here is Wasserstein distance, which is well-defined without the absolute continuity assumption or with a time-varying support set. We also establish a regret bound of online stochastic proximal gradient descent when the objective function is regularized. Moreover, we show that the above framework can be applied to the Conditional Value-at-Risk (CVaR) learning problem. Particularly, we improve an existing proof on the discovery of the PL condition of the CVaR problem, resulting in a regret bound of online stochastic gradient descent.

Yitian Chen, Timothy L. Molloy, Tyler Summers et al.

In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be previewed over a short window. Our novel method involves using the available cost matrices to predict the optimal trajectory, and a tracking controller to drive the system towards it. We adopted the notion of dynamic regret to measure the performance of this proposed online LQR control method, with our main result being that the (dynamic) regret of our method is upper bounded by a constant. Moreover, the regret upper bound decays exponentially with the preview window length, and is extendable to systems with disturbances. We show in simulations that our proposed method offers improved performance compared to other previously proposed online LQR methods.

Benjamin Gravell, Iman Shames, Tyler Summers

We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification nominal model estimator; (2) a bootstrap resampling method that quantifies non-asymptotic variance of the nominal model estimate; and (3) a non-conventional robust control design method comprising a coupled optimal dynamic output feedback filter and controller with multiplicative noise. A key advantage of the proposed approach is that the system identification and robust control design procedures both use stochastic uncertainty representations, so that the actual inherent statistical estimation uncertainty directly aligns with the uncertainty the robust controller is being designed against. Moreover, the control design method accommodates a highly structured uncertainty representation that can capture uncertainty shape more effectively than existing approaches. We show through numerical experiments that the proposed robust data-driven output feedback controller can significantly outperform a certainty equivalent controller on various measures of sample complexity and stability robustness.

Ming Xu, Iman Shames

In this article, we establish the global convergence properties of the FilterDDP algorithm, which extends the discrete-time differential dynamic programming (DDP) algorithm of Mayne and Jacobson [\emph{International Journal of Control}, 3, (1966), pp. 85-95] to handle nonlinear constraints over states and controls, in addition to the dynamics. FilterDDP adopts a line-search filter procedure for step acceptance. However, instead of a damped Newton step applied in the general nonlinear programming setting, the computation of a trial point involves applying a backward recursion and a forward simulation. We establish the global convergence of FilterDDP by showing that for a subset of constrained optimal control problems, the this backward-forward procedure satisfies the same properties as a Newton step for the purpose of establishing global convergence of a line-search filter method, following the analysis of Wächter and Biegler [\emph{SIAM Journal on Optimization}, 16 (2005), pp. 1-31].

Mohammad Zamani, Iman Shames, Valery Ugrinovskii

This paper presents a consensus algorithm for a multi-agent system where each agent has access to its imperfect own state and neighboring state measurements. The measurements are subject to deterministic disturbances and the proposed algorithm provides a minimum-energy estimate of the measured states which is instrumental in achieving consensus by the nodes. It is shown that the proposed consensus algorithm converges exponentially in the absence of disturbances, and its performance under bounded continuous disturbances is investigated as well. The convergence performance of the proposed method is further studied using simulations where we show that consensus is achieved despite using large measurement errors.

Philipp Braun, Timothy L. Molloy, Gal Barkai et al.

Solutions to pursuit-evasion and surveillance-evasion differential games are typically computed and expressed using open-loop representations, with the synthesis of feedback strategies significantly less common. We propose a numerical scheme for obtaining feedback strategies for the recently introduced prying-pedestrian surveillance-evasion differential game. The scheme involves computing feedback strategies as input-output maps approximated via neural networks trained using data obtained from open-loop representations of solutions. Simulations show the effectiveness of neural networks trained with an appropriate learning-loss function. Since optimal feedback strategies are discontinuous, as a second contribution, the potential loss/gain of individual players is subsequently studied for players using sample-and-hold feedback compared to continuous-time feedback.

Norak Rin, Iman Shames, Ian Petersen et al.

Recent advances in precise phasor measurement units are enabling new approaches to estimate distribution and transmission grid parameters in real-time. In this paper, we investigate voltage and current phasor measurement requirements to estimate the electric grid topology and admittance parameters. We show necessary and sufficient conditions for the number of independent operating points (measurements) required to determine the topology and admittance of a completely unknown electric grid. With prior topology information, we also show that there is a minimum number of measurements required to uniquely determine the admittance matrix and corresponding grid topology. In the presence of noisy phasor measurements, we show that the admittance matrix can be estimated using a structured total least squares approach. By means of numerical simulations on the IEEE 13-node distribution feeder, the IEEE 14-node transmission network, and the IEEE 123-node distribution feeder, we demonstrate our approach is suitable for applications in radial and mesh grid topologies in the presence of measurement noise.

Amir Ali Farzin, Philipp Braun, Iman Shames

While it is generally understood that zeroth-order (ZO) algorithms have an extra dependency on their number of iterations for any choice of parameters, compared to their first-order (FO) counterparts, in this work, we show that under several conditions, in expectation, ZO methods do not suffer from extra dimension dependencies in their convergence rates with respect to their FO counterparts. We look at optimisation algorithms from the dynamical systems perspective and analyse the conditions under which one can formulate the average of a ZO algorithm as the average of its FO counterpart with bounded perturbations with values dependent on design parameters. Then, using input-to-state stability properties, we show ZO methods follow the same decay rate as their FO counterparts and converge to a neighbourhood of the fixed point of FO methods, where its radius depends on the bound of the norm of the perturbations, which can be made arbitrarily small. The theoretical findings are illustrated via numerical examples.

Yuen-Man Pun, Iman Shames

Recent research has shown that quasar-convexity can be found in applications such as identification of linear dynamical systems and generalized linear models. Such observations have in turn spurred exciting developments in design and analysis algorithms that exploit quasar-convexity. In this work, we study the online stochastic quasar-convex optimization problems in a dynamic environment. We establish regret bounds of online gradient descent in terms of cumulative path variation and cumulative gradient variance for losses satisfying quasar-convexity and strong quasar-convexity. We then apply the results to generalized linear models (GLM) when the underlying parameter is time-varying. We establish regret bounds of online gradient descent when applying to GLMs with leaky ReLU activation function, logistic activation function, and ReLU activation function. Numerical results are presented to corroborate our findings.

Owen Claxton, Connor Malone, Helen Carson et al.

Visual Place Recognition (VPR) systems often have imperfect performance, affecting the `integrity' of position estimates and subsequent robot navigation decisions. Previously, SVM classifiers have been used to monitor VPR integrity. This research introduces a novel Multi-Layer Perceptron (MLP) integrity monitor which demonstrates improved performance and generalizability, removing per-environment training and reducing manual tuning requirements. We test our proposed system in extensive real-world experiments, presenting two real-time integrity-based VPR verification methods: a single-query rejection method for robot navigation to a goal zone (Experiment 1); and a history-of-queries method that takes a best, verified, match from its recent trajectory and uses an odometer to extrapolate a current position estimate (Experiment 2). Noteworthy results for Experiment 1 include a decrease in aggregate mean along-track goal error from ~9.8m to ~3.1m, and an increase in the aggregate rate of successful mission completion from ~41% to ~55%. Experiment 2 showed a decrease in aggregate mean along-track localization error from ~2.0m to ~0.5m, and an increase in the aggregate localization precision from ~97% to ~99%. Overall, our results demonstrate the practical usefulness of a VPR integrity monitor in real-world robotics to improve VPR localization and consequent navigation performance.

Amir Ali Farzin, Yuen-Man Pun, Philipp Braun et al.

This work establishes a rigorous connection between stability properties of discrete-time algorithms (DTAs) and corresponding continuous-time dynamical systems derived through $ O(s^r) $-resolution ordinary differential equations (ODEs). We show that for discrete- and continuous-time dynamical systems satisfying a mild error assumption, exponential stability of a common equilibrium with respect to the continuous time dynamics implies exponential stability of the corresponding equilibrium for the discrete-time dynamics, provided that the step size is chosen sufficiently small. We extend this result to common compact invariant sets. We prove that if an equilibrium is exponentially stable for the $ O(s^r) $-resolution ODE, then it is also exponentially stable for the associated DTA. We apply this framework to analyse the limit point properties of several prominent optimisation algorithms, including Two-Timescale Gradient Descent--Ascent (TT-GDA), Generalised Extragradient (GEG), Two-Timescale Proximal Point (TT-PPM), Damped Newton (DN), Regularised Damped Newton (RDN), and the Jacobian method (JM), by studying their $ O(1) $- and $ O(s) $-resolution ODEs. We show that under a proper choice of hyperparameters, the set of saddle points of the objective function is a subset of the set of exponentially stable equilibria of GEG, TT-PPM, DN, and RDN. We relax the common Hessian invariance assumption through direct analysis of the resolution ODEs, broadening the applicability of our results. Numerical examples illustrate the theoretical findings.

Amir Ali Farzin, Yuen-Man Pun, Philipp Braun et al.

We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method applied to this problem. The method is based on the subgradient of the Lovász extension of the objective function with respect to the minimiser and based on Gaussian smoothing to estimate the smoothed function gradient with respect to the maximiser. In expectation sense, we prove the convergence of the algorithm to an $ε$-saddle point in the offline case. Moreover, we show that, in the expectation sense, in the online setting, the algorithm achieves $O(\sqrt{N\bar{P}_N})$ online duality gap, where $N$ is the number of iterations and $\bar{P}_N$ is the path length of the sequence of optimal decisions. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.

Amir Ali Farzin, Iman Shames

The application of a zeroth-order scheme for minimising Polyak-Łojasewicz (PL) functions is considered. The framework is based on exploiting a random oracle to estimate the function gradient. The convergence of the algorithm to a global minimum in the unconstrained case and to a neighbourhood of the global minimum in the constrained case along with their corresponding complexity bounds are presented. The theoretical results are demonstrated via numerical examples.

Amir Ali Farzin, Yuen Man Pun, Philipp Braun et al.

This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We consider both unconstrained and constrained, differentiable and non-differentiable settings. We discuss the min-max problem from the point of view of variational inequalities. For the unconstrained problem, we establish the convergence of the ZO-EG algorithm to the neighbourhood of an $ε$-stationary point of the NC-NC objective function, whose radius can be controlled under a variance reduction scheme, along with its complexity. For the constrained problem, we introduce the new notion of proximal variational inequalities and give examples of functions satisfying this property. Moreover, we prove analogous results to the unconstrained case for the constrained problem. For the non-differentiable case, we prove the convergence of the ZO-EG algorithm to a neighbourhood of an $ε$-stationary point of the smoothed version of the objective function, where the radius of the neighbourhood can be controlled, which can be related to the ($δ,ε$)-Goldstein stationary point of the original objective function.

Amir Ali Farzin, Yuen-Man Pun, Philipp Braun et al.

We consider the minimisation problem of submodular functions and investigate the application of a zeroth-order method to this problem. The method is based on exploiting a Gaussian smoothing random oracle to estimate the smoothed function gradient. We prove the convergence of the algorithm to a global $ε$-approximate solution in the offline case and show that the algorithm is Hannan-consistent in the online case with respect to static regret. Moreover, we show that the algorithm achieves $O(\sqrt{NP_N^\ast})$ dynamic regret, where $N$ is the number of iterations and $P_N^\ast$ is the path length. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.

Olivia Dry, Timothy L. Molloy, Wanxin Jin et al.

We propose Zeroth-Order Random Matrix Search for Learning from Demonstrations (ZORMS-LfD). ZORMS-LfD enables the costs, constraints, and dynamics of constrained optimal control problems, in both continuous and discrete time, to be learned from expert demonstrations without requiring smoothness of the learning-loss landscape. In contrast, existing state-of-the-art first-order methods require the existence and computation of gradients of the costs, constraints, dynamics, and learning loss with respect to states, controls and/or parameters. Most existing methods are also tailored to discrete time, with constrained problems in continuous time receiving only cursory attention. We demonstrate that ZORMS-LfD matches or surpasses the performance of state-of-the-art methods in terms of both learning loss and compute time across a variety of benchmark problems. On unconstrained continuous-time benchmark problems, ZORMS-LfD achieves similar loss performance to state-of-the-art first-order methods with an over $80$\% reduction in compute time. On constrained continuous-time benchmark problems where there is no specialized state-of-the-art method, ZORMS-LfD is shown to outperform the commonly used gradient-free Nelder-Mead optimization method.

Amir Ali Farzin, Yuen-Man Pun, Philipp Braun et al.

This paper studies properties of fixed points of generalised Extra-gradient (GEG) algorithms applied to min-max problems. We discuss connections between saddle points of the objective function of the min-max problem and GEG fixed points. We show that, under appropriate step-size selections, the set of saddle points (Nash equilibria) is a subset of stable fixed points of GEG. Convergence properties of the GEG algorithm are obtained through a stability analysis of a discrete-time dynamical system. The results and benefits when compared to existing methods are illustrated through numerical examples.

Oliver Biggar, Iman Shames

We propose a design for a functional programming language for autonomous agents, built off the ideas and motivations of Behavior Trees (BTs). BTs are a popular model for designing agents behavior in robotics and AI. However, as their growth has increased dramatically, the simple model of BTs has come to be limiting. There is a growing push to increase the functionality of BTs, with the end goal of BTs evolving into a programming language in their own right, centred around the defining BT properties of modularity and reactiveness. In this paper, we examine how the BT model must be extended in order to grow into such a language. We identify some fundamental problems which must be solved: implementing `reactive' selection, 'monitoring' safety-critical conditions, and passing data between actions. We provide a variety of small examples which demonstrate that these problems are complex, and that current BT approaches do not handle them in a manner consistent with modularity. We instead provide a simple set of modular programming primitives for handling these use cases, and show how they can be combined to build complex programs. We present a full specification for our BT-inspired language, and give an implementation in the functional programming language Haskell. Finally, we demonstrate our language by translating a large and complex BT into a simple, unambiguous program.

Elad Michael, Tyler Summers, Tony A. Wood et al.

With advances in image processing and machine learning, it is now feasible to incorporate semantic information into the problem of simultaneous localisation and mapping (SLAM). Previously, SLAM was carried out using lower level geometric features (points, lines, and planes) which are often view-point dependent and error prone in visually repetitive environments. Semantic information can improve the ability to recognise previously visited locations, as well as maintain sparser maps for long term SLAM applications. However, SLAM in repetitive environments has the critical problem of assigning measurements to the landmarks which generated them. In this paper, we use k-best assignment enumeration to compute marginal assignment probabilities for each measurement landmark pair, in real time. We present numerical studies on the KITTI dataset to demonstrate the effectiveness and speed of the proposed framework.

Farhad Farokhi, Alex S. Leong, Mohammad Zamani et al.

A learning-based safety filter is developed for discrete-time linear time-invariant systems with unknown models subject to Gaussian noises with unknown covariance. Safety is characterized using polytopic constraints on the states and control inputs. The empirically learned model and process noise covariance with their confidence bounds are used to construct a robust optimization problem for minimally modifying nominal control actions to ensure safety with high probability. The optimization problem relies on tightening the original safety constraints. The magnitude of the tightening is larger at the beginning since there is little information to construct reliable models, but shrinks with time as more data becomes available.

Oliver Biggar, Mohammad Zamani, Iman Shames

In this paper we provide a formal framework for comparing the expressive power of Behavior Trees (BTs) to other action selection architectures. Taking inspiration from the analogous comparisons of structural programming methodologies, we formalise the concept of `expressiveness'. This leads us to an expressiveness hierarchy of control architectures, which includes BTs, Decision Trees (DTs), Teleo-reactive Programs (TRs) and Finite State Machines (FSMs). By distinguishing between BTs with auxiliary variables and those without, we demonstrate the existence of a trade-off in BT design between readability and expressiveness. We discuss what this means for BTs in practice.

Farhad Farokhi, Alex Leong, Iman Shames et al.

In many learning based control methodologies, learning the unknown dynamic model precedes the control phase, while the aim is to control the system such that it remains in some safe region of the state space. In this work, our aim is to guarantee safety while learning and control proceed simultaneously. Specifically, we consider the problem of safe learning in nonlinear control-affine systems subject to unknown additive uncertainty. We first model the uncertainty as a Gaussian noise and use state measurements to learn its mean and covariance. We provide rigorous time-varying bounds on the mean and covariance of the uncertainty and employ them to modify the control input via an optimization program with potentially time-varying safety constraints. We show that with an arbitrarily large probability we can guarantee that the state will remain in the safe set, while learning and control are carried out simultaneously, provided that a feasible solution exists for the optimization problem. We provide a secondary formulation of this optimization that is computationally more efficient. This is based on tightening the safety constraints to counter the uncertainty about the learned mean and covariance. The magnitude of the tightening can be decreased as our confidence in the learned mean and covariance increases (i.e., as we gather more measurements about the environment). Extensions of the method are provided for non-Gaussian process noise with unknown mean and covariance as well as Gaussian uncertainties with state-dependent mean and covariance to accommodate more general environments.

Benjamin Gravell, Iman Shames, Tyler Summers

We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it achieves cubic convergence, which is superior to standard policy iteration and policy gradient algorithms that achieve quadratic and linear convergence, respectively. We also demonstrate that the algorithm can be approximately implemented without knowledge of the dynamics model by using least-squares estimates of the state-action value function from trajectory data, from which policy improvements can be obtained. With sufficient trajectory data, the policy iterates converge cubically to approximately optimal policies, and this occurs with the same available sample budget as the approximate standard policy iteration. Numerical experiments demonstrate effectiveness of the proposed algorithms.

Oliver Biggar, Mohammad Zamani, Iman Shames

Modularity is a central principle throughout the design process for cyber-physical systems. Modularity reduces complexity and increases reuse of behavior. In this paper we pose and answer the following question: how can we identify independent `modules' within the structure of reactive control architectures? To this end, we propose a graph-structured control architecture we call a decision structure, and show how it generalises some reactive control architectures which are popular in Artificial Intelligence (AI) and robotics, specifically Teleo-Reactive programs (TRs), Decision Trees (DTs), Behavior Trees (BTs) and Generalised Behavior Trees ($k$-BTs). Inspired by the definition of a module in graph theory, we define modules in decision structures and show how each decision structure possesses a canonical decomposition into its modules. We can naturally characterise each of the BTs, $k$-BTs, DTs and TRs by properties of their module decomposition. This allows us to recognise which decision structures are equivalent to each of these architectures in quadratic time. Our proposed concept of modules extends to formal verification, under any verification scheme capable of verifying a decision structure. Namely, we prove that a modification to a module within a decision structure has no greater flow-on effects than a modification to an individual action within that structure. This enables verification on modules to be done locally and hierarchically, where structures can be verified and then repeatedly locally modified, with modules replaced by modules while preserving correctness. To illustrate the findings, we present an example of a solar-powered drone controlled by a decision structure. We use a Linear Temporal Logic-based verification scheme to verify the correctness of this structure, and then show how one can modify modules while preserving its correctness.

Oliver Biggar, Mohammad Zamani, Iman Shames

As complex autonomous robotic systems become more widespread, the need for transparent and reusable Artificial Intelligence (AI) designs becomes more apparent. In this paper we analyse how the principles behind Behavior Trees (BTs), an increasingly popular tree-structured control architecture, are applicable to these goals. Using structured programming as a guide, we analyse the BT principles of reactiveness and modularity in a formal framework of action selection. Proceeding from these principles, we review a number of challenging use cases of BTs in the literature, and show that reasoning via these principles leads to compatible solutions. Extending these arguments, we introduce a new class of control architectures we call generalised BTs or $k$-BTs and show how they can extend the applicability of BTs to some of the aforementioned challenging BT use cases while preserving the BT principles.

Iman Shames, Farhad Farokhi

Distributionally-robust optimization is often studied for a fixed set of distributions rather than time-varying distributions that can drift significantly over time (which is, for instance, the case in finance and sociology due to underlying expansion of economy and evolution of demographics). This motivates understanding conditions on probability distributions, using the Wasserstein distance, that can be used to model time-varying environments. We can then use these conditions in conjunction with online stochastic optimization to adapt the decisions. We considers an online proximal-gradient method to track the minimizers of expectations of smooth convex functions parameterised by a random variable whose probability distributions continuously evolve over time at a rate similar to that of the rate at which the decision maker acts. We revisit the concepts of estimation and tracking error inspired by systems and control literature and provide bounds for them under strong convexity, Lipschitzness of the gradient, and bounds on the probability distribution drift. Further, noting that computing projections for a general feasible sets might not be amenable to online implementation (due to computational constraints), we propose an exact penalty method. Doing so allows us to relax the uniform boundedness of the gradient and establish dynamic regret bounds for tracking and estimation error. We further introduce a constraint-tightening approach and relate the amount of tightening to the probability of satisfying the constraints.

Antoine Lesage-Landry, Iman Shames, Joshua A. Taylor

We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the loads' behavior, can be used to improve on predictions made with only past observations. Specifically, we introduce an additional predictive step that follows the standard online convex optimization step when certain conditions on the estimated gradient and descent direction are met. We show that under these conditions and without any assumptions on the predictability of the environment, the predictive update strictly improves on the performance of the standard update. We give two types of predictive update for various family of loss functions. We provide a regret bound for each of our predictive online convex optimization algorithms. Finally, we apply our framework to an example based on demand response which demonstrates its superior performance to a standard online convex optimization algorithm.

Carlos Murguia, Farhad Farokhi, Iman Shames

This paper presents a secure and private implementation of linear time-invariant dynamic controllers using Paillier's encryption, a semi-homomorphic encryption method. To avoid overflow or underflow within the encryption domain, the state of the controller is reset periodically. A control design approach is presented to ensure stability and optimize performance of the closed-loop system with encrypted controller.

Mohammad Deghat, Valery Ugrinovskii, Iman Shames et al.

The paper considers a problem of detecting and mitigating biasing attacks on networks of state observers targeting cooperative state estimation algorithms. The problem is cast within the recently developed framework of distributed estimation utilizing the vector dissipativity approach. The paper shows that a network of distributed observers can be endowed with an additional attack detection layer capable of detecting biasing attacks and correcting their effect on estimates produced by the network. An example is provided to illustrate the performance of the proposed distributed attack detector.

Carlos Murguia, Iman Shames, Farhad Farokhi et al.

We study the problem of maximizing privacy of quantized sensor measurements by adding random variables. In particular, we consider the setting where information about the state of a process is obtained using noisy sensor measurements. This information is quantized and sent to a remote station through an unsecured communication network. It is desired to keep the state of the process private; however, because the network is not secure, adversaries might have access to sensor information, which could be used to estimate the process state. To avoid an accurate state estimation, we add random numbers to the quantized sensor measurements and send the sum to the remote station instead. The distribution of these random variables is designed to minimize the mutual information between the sum and the quantized sensor measurements for a desired level of distortion -- how different the sum and the quantized sensor measurements are allowed to be. Simulations are presented to illustrate our results.

Farhad Farokhi, Iman Shames, Karl H. Johansson

A secure and private framework for inter-agent communication and coordination is developed. This allows an agent, in our case a fleet owner, to ask questions or submit queries in an encrypted fashion using semi-homomorphic encryption. The submitted query can be about the interest of the other fleet owners for using a road at a specific time of the day, for instance, for the purpose of collaborative vehicle platooning. The other agents can then provide appropriate responses without knowing the content of the questions or the queries. Strong privacy and security guarantees are provided for the agent who is submitting the queries. It is also shown that the amount of the information that this agent can extract from the other agent is bounded. In fact, with submitting one query, a sophisticated agent can at most extract the answer to two queries. This secure communication platform is used subsequently to develop a distributed coordination mechanisms among fleet owners.

Mohammad Deghat, Valery Ugrinovskii, Iman Shames et al.

The paper addresses the problem of detecting attacks on distributed estimator networks that aim to intentionally bias process estimates produced by the network. It provides a sufficient condition, in terms of the feasibility of certain linear matrix inequalities, which guarantees distributed input attack detection using an $H_\infty$ approach.

Farhad Farokhi, Iman Shames

A measure of privacy infringement for agents (or participants) travelling across a transportation network in participatory-sensing schemes for traffic estimation is introduced. The measure is defined to be the conditional probability that an external observer assigns to the private nodes in the transportation network, e.g., location of home or office, given all the position measurements that it broadcasts over time. An algorithm for finding an optimal trade-off between the measure of privacy infringement and the expected estimation error, captured by the number of the nodes over which the participant stops broadcasting its position, is proposed. The algorithm searches over a family of policies in which an agent stops transmitting its position measurements if its distance (in terms of the number of hops) to the privacy sensitive node is smaller than a prescribed threshold. Employing such symmetric policies are advantageous in terms of the resources required for implementation and the ease of computation. The results are expanded to more general policies. Further, the effect of the heterogeneity of the population density on the optimal policy is explored. Finally, the relationship between the betweenness measure of centrality and the optimal privacy-preserving policy of the agents is numerically explored.

Farhad Farokhi, Iman Shames, Michael G. Rabbat et al.

In this paper, we consider a scenario where an eavesdropper can read the content of messages transmitted over a network. The nodes in the network are running a gradient algorithm to optimize a quadratic utility function where such a utility optimization is a part of a decision making process by an administrator. We are interested in understanding the conditions under which the eavesdropper can reconstruct the utility function or a scaled version of it and, as a result, gain insight into the decision-making process. We establish that if the parameter of the gradient algorithm, i.e.,~the step size, is chosen appropriately, the task of reconstruction becomes practically impossible for a class of Bayesian filters with uniform priors. We establish what step-size rules should be employed to ensure this.

Tyler Summers, Iman Shames, John Lygeros et al.

We consider a network topology design problem in which an initial undirected graph underlying the network is given and the objective is to select a set of edges to add to the graph to optimize the coherence of the resulting network. We show that network coherence is a submodular function of the network topology. As a consequence, a simple greedy algorithm is guaranteed to produce near optimal edge set selections. We also show that fast rank one updates of the Laplacian pseudoinverse using generalizations of the Sherman-Morrison formula and an accelerated variant of the greedy algorithm can speed up the algorithm by several orders of magnitude in practice. These allow our algorithms to scale to network sizes far beyond those that can be handled by convex relaxation heuristics.