A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is reformulated as a parameter estimation problem. In contrast with existing results our solution achieves convergence in finite-time, without injection of high gain, and imposes very weak assumptions on the communication graph---namely the existence of a Hamiltonian walk. The scheme is shown to be robust vis-á-vis external disturbances and communication delays.
This paper proposes a novel distributed interval observer design for linear time-invariant (LTI) discrete-time systems subject to bounded disturbances. In the proposed observer algorithm, each agent in a networked group exchanges locally-computed framers or interval-valued state estimates with neighbors, and coordinates its update via an intersection operation. We show that the proposed framers are guaranteed to bound the true state trajectory of the system by construction, i.e., without imposing any additional assumptions or constraints. Moreover, we provide necessary and sufficient condition…
Predicting the state of a system in a relatively near future time instant is often needed for control purposes. However, when the system is affected by external disturbances, its future state is dependent on the forthcoming disturbance; which is, in most of the cases, unknown and impossible to measure. In this scenario, making predictions of the future system-state is not straightforward and, indeed, there are scarce contributions provided to this issue. This paper treats the following problem: given a LTI system affected by continuously differentiable unknown disturbances, how its future stat…
Interval Observer Design Using Observability Decomposition for Detectable Linear Systems
University of Illinois Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Conservatoire National des Arts et Métiers (CNAM)（国立工艺学院）；Harbin Institute of Technology（哈尔滨工业大学）
In this technical note, we generalize the well-known Lyapunov-based stabilizability and detectability tests for linear time-invariant (LTI) systems to the context of discrete-time (DT) polytopic linear parameter-varying (LPV) systems. To do so, we exploit the mathematical structure of the class of poly-quadratic Lyapunov functions, which enables us to formulate conditions in the form of linear matrix inequalities (LMIs). Our results differ from existing conditions in that we adopt weaker assumptions on the parameter dependence of the controllers/observers and our method does not require explic…
Identification of linear time-invariant (LTI) systems plays an important role in control and reinforcement learning. Both asymptotic and finite-time offline system identification are well-studied in the literature. For online system identification, the idea of stochastic-gradient descent with reverse experience replay (SGD-RER) was recently proposed, where the data sequence is stored in several buffers and the stochastic-gradient descent (SGD) update performs backward in each buffer to break the time dependency between data points. Inspired by this work, we study distributed online system iden…
This paper considers the design of a distributed state-observer for discrete-time Linear Time-Invariant (LTI) systems in the presence of sensor attacks. We assume there is a network of observer nodes, communicating with each other over an undirected graph, each with partial measurements of the output corrupted by some adversarial attack. We address the case of sparse attacks where the attacker targets a small subset of sensors. An algorithm based on Alternating Direction Method of Multipliers (ADMM) is developed which provides an update law for each observer which ensures convergence of each o…
Online optimization has recently opened avenues to study optimal control for time-varying cost functions that are unknown in advance. Inspired by this line of research, we study the distributed online linear quadratic regulator (LQR) problem for linear time-invariant (LTI) systems with unknown dynamics. Consider a multi-agent network where each agent is modeled as a LTI system. The network has a global time-varying quadratic cost, which may evolve adversarially and is only partially observed by each agent sequentially. The goal of the network is to collectively (i) estimate the unknown dynamic…
An optimal control law for networked control systems with a discrete-time linear time-invariant (LTI) system as plant and networks between sensor and controller as well as between controller and actuator is proposed. This controller is designed by solving an optimization problem that is a generalization of the optimization problem used to obtain the Linear Quadratic Regulator (LQR) for deterministic discrete-time LTI systems. The networks are represented by random delays and drop outs of transmitted data packets.
Classical linear quadratic (LQ) control centers around linear time-invariant (LTI) systems, where the control-state pairs introduce a quadratic cost with time-invariant parameters. Recent advancement in online optimization and control has provided novel tools to study LQ problems that are robust to time-varying cost parameters. Inspired by this line of research, we study the distributed online LQ problem for identical LTI systems. Consider a multi-agent network where each agent is modeled as an LTI system. The LTI systems are associated with decoupled, time-varying quadratic costs that are rev…
Unknown-input observers (UIOs) allow for estimation of the states of an LTI system without knowledge of all inputs. In this paper, we provide a novel data-driven UIO based on behavioral system theory and the result known as Fundamental Lemma proposed by Jan Willems and coworkers. We give necessary and sufficient conditions on the data collected from the system for the existence of a UIO providing asymptotically converging state estimates, and propose a purely data-driven algorithm for their computation. Even though we focus on UIOs, our results also apply to the standard case of completely kno…
In this note we study the conditions for convergence of recently introduced dynamic regressor extension and mixing (DREM) parameter estimator when the extended regressor is generated using LTI filters. In particular, we are interested in relating these conditions with the ones required for convergence of the classical gradient (or least squares), namely the well-known persistent excitation (PE) requirement on the original regressor vector, $ϕ(t) \in \mathbb{R}^q$, with $q \in \mathbb{N}$ the number of unknown parameters. Moreover, we study the case when only interval excitation (IE) is availab…
This work develops a data-based construction of inverse dynamics for LTI systems. Specifically, the problem addressed here is to find an input sequence from the corresponding output sequence based on pre-collected input and output data. The problem can be considered as a reverse of the recent use of behavioral approach, in which the output sequence is obtained for a given input sequence by solving an equation formed by pre-collected data. The condition under which the problem gives a solution is investigated and turns out to be L-delay invertibility of the plant and a certain degree of persist…
The adaptive distributed observer approach has been an effective tool for synthesizing a distributed control law for solving various control problems of leader-follower multiagent systems. However, the existing adaptive distributed observer needs to make use of the full state of the leader system. This assumption not only precludes many practical applications in which only the output of the leader system is available, but also leads to a high dimension observer. In this communique, we propose an adaptive distributed output observer which only makes use of the output of the leader system, and i…
This paper studies the state-of-charge (SoC) balancing and the total charging/discharging power tracking issues for battery energy storage systems (BESSs) with multiple distributed heterogeneous battery units. Different from the traditional cooperative control strategies based on the asymptotical or finite-time distributed observers, two distributed prespecified-time observers are proposed to estimate average battery units state and average desired power, respectively, which can be determined in advance and independent of initial states or control parameters. Finally, two simulation examples a…
We consider the distributed $H_\infty$ estimation problem with an additional requirement of resilience to biasing attacks. An attack scenario is considered where an adversary misappropriates some of the observer nodes and injects biasing signals into observer dynamics. The paper proposes a procedure for the derivation of a distributed observer which endows each node with an attack detector which also functions as an attack compensating feedback controller for the main observer. Connecting these controlled observers into a network results in a distributed observer whose nodes produce unbiased r…
State estimation for a class of linear time-invariant systems with distributed output measurements (distributed sensors) and unknown inputs is addressed in this paper. The objective is to design a network of observers such that the state vector of the entire system can be estimated, while each observer (or node) has access to only local output measurements that may not be sufficient on its own to reconstruct the entire system's state. Existing results in the literature on distributed state estimation assume either that the system does not have inputs, or that all the system's inputs are global…
In this paper, network of agents with identical dynamics is considered. The agents are assumed to be fed by self and neighboring output measurements, while the states are not available for measuring. Viewing distributed estimation as dual to the distributed LQR problem, a distributed observer is proposed by exploiting two complementary distributed LQR methods. The first consists of a bottom-up approach in which optimal interactions between self-stabilizing agents are defined so as to minimize an upper bound of the global LQR criterion. In the second (top-down) approach, the centralized optimal…
The robust distributed state estimation for a class of continuous-time linear time-invariant systems is achieved by a novel kernel-based distributed observer, which, for the first time, ensures fixed-time convergence properties. The communication network between the agents is prescribed by a directed graph in which each node involves a fixed-time convergent estimator. The local observer estimates and broadcasts the observable states among neighbours so that the full state vector can be recovered at each node and the estimation error reaches zero after a predefined fixed time in the absence of …
Conditions for detectability in distributed consensus-based observer networks
School of Engineering and IT, University of NSW at the Australian Defence Force Academy（新南威尔士大学澳大利亚国防军学院工程与信息技术学院）；Australian National University（澳大利亚国立大学）
An observer-based boundary controller for infinite-dimensional port-Hamiltonian systems defined on 1D spatial domains is proposed. The design is based on an early-lumping approach in which a finite-dimensional approximation of the infinite-dimensional system derived by spatial discretization is used to design the observer and the controller. As long as the finite-dimensional approximation approaches the infinite-dimensional model, the performances also do. The main contribution is a constructive method which guarantees that the interconnection between the controller and the infinite-dimensiona…
In this paper we consider estimating the system parameters and designing stable observer for unknown noisy linear time-invariant (LTI) systems. We propose a Support Vector Regression (SVR) based estimator to provide adjustable asymmetric error interval for estimations. This estimator is capable to trade-off bias-variance of the estimation error by tuning parameter $γ> 0$ in the loss function. This method enjoys the same sample complexity of $\mathcal{O}(1/\sqrt{N})$ as the Ordinary Least Square (OLS) based methods but achieves a $\mathcal{O}(1/(γ+1))$ smaller variance. Then, a stable observer …
Distributed Adaptive Neural Interval Observers for Unknown Nonlinear Systems
Faculty of Mechanical Engineering, Ho Chi Minh City University of Technology (HCMUT), Vietnam National University Ho Chi Minh City (VNU-HCM)（胡志明市理工大学机械工程学院，越南国立大学胡志明市分校）；Department of Mathematics and Statistics, University of New Mexico（新墨西哥大学数学与统计系）
In this paper, we present a scheme of fully distributed resilient state estimation for linear dynamical systems under sensor attacks. The proposed state observer consists of a network of local observers, where each of them utilizes local measurements and information transmitted from the neighbors. As a fully distributed scheme, it does not necessarily collect a majority of sensing data for the sake of attack identification, while the compromised sensors are eventually identified by the distributed network and excluded from the observers. For this, the overall network (not the individual local …
