Consider a remote estimation problem where a sensor wants to communicate the state of an uncertain source to a remote estimator over a finite time horizon. The uncertain source is modeled as an autoregressive process with bounded noise. Given that the sensor has a limited communication budget, the sensor must decide when to transmit the state to the estimator who has to produce real-time estimates of the source state. In this paper, we consider the problem of finding a scheduling strategy for the sensor and an estimation strategy for the estimator to jointly minimize the worst-case maximum instantaneous estimation error over the time horizon. This leads to a decentralized minimax decision-making problem. We obtain a complete characterization of optimal strategies for this decentralized minimax problem. In particular, we show that an open loop communication scheduling strategy is optimal and the optimal estimate depends only on the most recently received sensor observation.
In this paper, two types of linear estimators are considered for three related estimation problems involving set-theoretic uncertainty pertaining to $\mathcal{H}_{2}$ and $\mathcal{H}_{\infty}$ balls of frequency-responses. The problems at stake correspond to robust $\mathcal{H}_{2}$ and $\mathcal{H}_{\infty}$ in the face of non-parametric "channel-model" uncertainty and to a nominal $\mathcal{H}_{\infty}$ estimation problem. The estimators considered here are defined by minimizing the worst-case squared estimation error over the "uncertainty set" and by minimizing an average cost under the co…
A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is assumed to lie within a bounded set called the feasible system set. Online set-membership identification is used to reduce uncertainty in the impulse response. In the MPC scheme, robust constraints are enforced to ensure constraint satisfaction for all the models in the feasible set. The performance objective is formulated as a worst-case cost with respect to …
We introduce the notion of Worst-Case Sensitivity, defined as the worst-case rate of increase in the expected cost of a Distributionally Robust Optimization (DRO) model when the size of the uncertainty set vanishes. We show that worst-case sensitivity is a Generalized Measure of Deviation and that a large class of DRO models are essentially mean-(worst-case) sensitivity problems when uncertainty sets are small, unifying recent results on the relationship between DRO and regularized empirical optimization with worst-case sensitivity playing the role of the regularizer. More generally, DRO solut…
Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Random features is a powerful universal function approximator that inherits the theoretical rigor of kernel methods and can scale up to modern learning tasks. This paper views uncertain system models as unknown or uncertain smooth functions in universal reproducing kernel Hilbert spaces. By directly approximating the one-step dynamics function using random features with uncertain parameters, which are equivalent to a shallow Bayesian neural network, we then view the whole dynamical system as a multi-layer neural network. Exploiting the structure of Hamiltonian dynamics, we show that finding wo…
This paper presents an approach to compute the worst-case gain of the interconnection of a finite time horizon linear time-variant system and a perturbation. The input/output behavior of the uncertainty is described by integral quadratic constraints (IQCs). A condition for the worst-case gain of such an interconnection can be formulated using dissipation theory as a parameterized Riccati differential equation, which depends on the chosen IQC multiplier. A nonlinear optimization problem is formulated to minimize the upper bound of the worst-case gain over a set of admissible IQC multipliers. Th…
This paper outlines a complete methodology for modeling an on-orbit servicing mission scenario and designing a feedback control system for the attitude dynamics that is guaranteed to robustly meet pointing requirements, despite model uncertainties as well as large inertia and flexibility changes throughout the mission scenario. A model of the uncertain plant was derived, which fully captures the dynamics and couplings between all subsystems as well as the decoupled/coupled configurations of the chaser/target system in a single linear fractional representation (LFR). In addition, a new approach…
The dynamics of cellular chemical reactions are variable due to stochastic noise from intrinsic and extrinsic sources. The intrinsic noise is the intracellular fluctuations of molecular copy numbers caused by the probabilistic encounter of molecules and is modeled by the chemical master equation. The extrinsic noise, on the other hand, represents the intercellular variation of the kinetic parameters due to the variation of global factors affecting gene expression. The objective of this paper is to propose a theoretical framework to analyze the combined effect of the intrinsic and the extrinsic…
This paper presents a tool, PELIB, developed in MATLAB /SIMULINK environment to perform pointing performance analysis based on European pointing standards. PELIB is designed as an extension of the Satellite Dynamics Toolbox (SDT), which derives the Linear Fractional Transformation (LFT) models of flexible space structures. The addition of PELIB will allow the users of SDT to perform pointing performance analysis of real mission scenarios in the same environment used for control synthesis. PELIB offers as well the possibility to take into account uncertainties in the system. This feature repres…
We consider the problem of communication allocation for remote state estimation in a cognitive radio sensor network~(CRSN). A sensor collects measurements of a physical plant, and transmits the data to a remote estimator as a secondary user (SU) in the shared network. The existence of the primal users (PUs) brings exogenous uncertainties into the transmission scheduling process, and how to design an event-based scheduling scheme considering these uncertainties has not been addressed in the literature. In this work, we start from the formulation of a discrete-time remote estimation process in t…
University of Warwick（华威大学）；National University of Singapore（新加坡国立大学）；Macquarie University（麦考瑞大学）；Australian National University（澳大利亚国立大学）；Centre for Quantum Computation and Communication Technology, Australian Research Council（澳大利亚研究委员会量子计算与通信技术中心）
