Yoke Peng Leong

Resilience in Large Scale Distributed Systems

Distributed systems are comprised of multiple subsystems that interact in two distinct ways: (1) physical interactions and (2) cyber interactions; i.e. sensors, actuators and computers controlling these subsystems, and the network over which they communicate. A broad class of cyber-physical systems (CPS) are described by such interactions, such as the smart grid, platoons of autonomous vehicles and the sensorimotor system. This paper will survey recent progress in developing a coherent mathematical framework that describes the rich CPS “design space” of fundamental limits and tradeoffs between efficiency, robustness, adaptation, verification and scalability. Whereas most research treats at most one of these issues, we attempt a holistic approach in examining these metrics. In particular, we will argue that a control architecture that emphasizes scalability leads to improvements in robustness, adaptation, and verification, all the while having only minor effects on efficiency – i.e. through the choice of a new architecture, we believe that we are able to bring a system closer to the true fundamental hard limits of this complex design space.

Hard Limits And Performance Tradeoffs In A Class Of Sequestration Feedback Systems

Feedback regulation is pervasive in biology at both the organismal and cellular level. In this article, we explore the properties of a particular biomolecular feedback mechanism implemented using the sequestration binding of two molecules. Our work develops an analytic framework for understanding the hard limits, performance tradeoffs, and architectural properties of this simple model of biological feedback control. Using tools from control theory, we show that there are simple parametric relationships that determine both the stability and the performance of these systems in terms of speed, robustness, steady-state error, and leakiness. These findings yield a holistic understanding of the behavior of sequestration feedback and contribute to a more general theory of biological control systems.

Suboptimal stabilizing controllers for linearly solvable system

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is transformed into a linear partial differential equation for a class of systems with a particular constraint on the stochastic disturbance. It is shown that this linear partial differential equation can be relaxed to a linear differential inclusion, allowing for approximating polynomial solutions to be generated using sum of squares programming. It is shown that the resulting solutions are stochastic control Lyapunov functions with a number of compelling properties. In particular, a-priori bounds on trajectory suboptimality are shown for these approximate value functions. The result is a technique whereby approximate solutions may be computed with non-increasing error via a hierarchy of semidefinite optimization problems.

Linearly Solvable Stochastic Control Lyapunov Functions

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation to a linear partial differential equation for a class of problems with a particular constraint on the stochastic forcing. This linear partial differential equation can then be relaxed to a linear differential inclusion, allowing for relaxed solutions to be generated using sum of squares programming. The resulting relaxed solutions are in fact viscosity super/subsolutions, and by the maximum principle are pointwise upper and lower bounds to the underlying value function, even for coarse polynomial approximations. Furthermore, the pointwise upper bound is shown to be a stochastic control Lyapunov function, yielding a method for generating nonlinear controllers with pointwise bounded distance from the optimal cost when using the optimal controller. These approximate solutions may be computed with non-increasing error via a hierarchy of semidefinite optimization problems. Finally, this paper develops a-priori bounds on trajectory suboptimality when using these approximate value functions, as well as demonstrates that these methods, and bounds, can be applied to a more general class of nonlinear systems not obeying the constraint on stochastic forcing. Simulated examples illustrate the methodology.

Effects of Delays, Poles, and Zeros on Time Domain Waterbed Tradeoffs and Oscillations

This letter aims for a simple and accessible explanation as to why oscillations naturally arise due to tradeoffs in feedback systems, and how these can be aggravated by delays and unstable poles and zeros. Such results have been standard for decades using frequency domain methods, which yield a rich variety of familiar “waterbed” tradeoffs. While almost trivial for control experts, frequency domain methods are less familiar to many scientists and engineers who could benefit from the insights such tradeoffs can provide. So here we present an entirely time domain model using discrete time dynamics and

Sequential alternating least squares for solving high dimensional linear Hamilton-Jacobi-Bellman equation

l_{1}

Second-order switching time and magnitude optimization for impulsive hybrid systems

norm performance. A simple waterbed effect is that imposing zero steady state response to a step naturally create oscillations that double the response to periodic disturbances. We also show how this tradeoff is further aggravated not only by unstable poles and zeros, but also delays, in a way clearer than in the frequency domain versions.

Understanding robust control theory via stick balancing

This paper presents a technique to efficiently solve the Hamilton-Jacobi-Bellman (HJB) equation for a class of stochastic affine nonlinear dynamical systems in high dimensions. The HJB solution provides a globally optimal controller to the associated dynamical system. However, the curse of dimensionality, commonly found in robotic systems, prevents one from solving the HJB equation naively. This work avoids the curse by representing the linear HJB equation using tensor decomposition. An alternating least squares (ALS) based technique finds an approximate solution to the linear HJB equation. A straightforward implementation of the ALS algorithm results in ill-conditioned matrices that prevent approximation to a high order of accuracy. This work resolves the ill-conditioning issue by computing the solution sequentially and introducing boundary condition rescaling. Both of these additions reduce the condition number of matrices in the ALS-based algorithm. A MATLAB tool, Sequential Alternating Least Squares (SeALS), that implements the new method is developed. The performance of SeALS is illustrated using three engineering examples: an inverted pendulum, a Vertical Takeoff and Landing aircraft, and a quadcopter with state up to twelve.

Teaching control theory in high school

This paper presents a method to perform second-order impulsive hybrid system optimization that optimizes a cost functional over mode transition times and impulse magnitudes simultaneously. The derivation of the first-order and second-order derivatives of the cost functional with respect to switching times and impulse magnitudes is presented. An adjoint formulation is utilized to compute the derivatives for a faster convergence at a lower computational cost. An example in robotics illustrates the effectiveness of this optimization technique when measurement noise is present.

Optimal control with regular objectives using an abstraction-refinement approach

Robust control theory studies the effect of noise, disturbances, and other uncertainty on system performance. Despite growing recognition across science and engineering that robustness and efficiency tradeoffs dominate the evolution and design of complex systems, the use of robust control theory remains limited, partly because the mathematics involved is relatively inaccessible to nonexperts, and the important concepts have been inexplicable without a fairly rich mathematics background. This paper aims to begin changing that by presenting the most essential concepts in robust control using human stick balancing, a simple case study popular in both the sensorimotor control literature and extremely familiar to engineers. With minimal and familiar models and mathematics, we can explore the impact of unstable poles and zeros, delays, and noise, which can then be easily verified with simple experiments using a standard extensible pointer. Despite its simplicity, this case study has extremes of robustness and fragility that are initially counter-intuitive but for which simple mathematics and experiments are clear and compelling. The theory used here has been well-known for many decades, and the cart-pendulum example is a standard in undergrad controls courses, yet a careful reconsidering of both leads to striking new insights that we argue are of great pedagogical value.