Distributed and Localized Covariance Control of Coupled Systems: A System Level Approach
Fuente:
arXiv
Salvato in:
| Autori principali: | , , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866912350731239424 |
|---|---|
| author | Khalil, Ahmed Lee, Yoonjae Bakolas, Efstathios |
| author_facet | Khalil, Ahmed Lee, Yoonjae Bakolas, Efstathios |
| contents | This work is concerned with the finite-horizon optimal covariance steering of networked systems governed by discrete-time stochastic linear dynamics. In contrast with existing work that has only considered systems with dynamically decoupled agents, we consider a dynamically coupled system composed of interconnected subsystems subject to local communication constraints. In particular, we propose a distributed algorithm to compute the localized optimal feedback control policy for each individual subsystem, which depends only on the local state histories of its neighboring subsystems. Utilizing the system-level synthesis (SLS) framework, we first recast the localized covariance steering problem as a convex SLS problem with locality constraints. Subsequently, exploiting its partially separable structure, we decompose the latter problem into smaller subproblems, introducing a transformation to deal with nonseparable instances. Finally, we employ a variation of the consensus alternating direction method of multipliers (ADMM) to distribute computation across subsystems on account of their local information and communication constraints. We demonstrate the effectiveness of our proposed algorithm on a power system with 36 interconnected subsystems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_02094 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Distributed and Localized Covariance Control of Coupled Systems: A System Level Approach Khalil, Ahmed Lee, Yoonjae Bakolas, Efstathios Optimization and Control Systems and Control This work is concerned with the finite-horizon optimal covariance steering of networked systems governed by discrete-time stochastic linear dynamics. In contrast with existing work that has only considered systems with dynamically decoupled agents, we consider a dynamically coupled system composed of interconnected subsystems subject to local communication constraints. In particular, we propose a distributed algorithm to compute the localized optimal feedback control policy for each individual subsystem, which depends only on the local state histories of its neighboring subsystems. Utilizing the system-level synthesis (SLS) framework, we first recast the localized covariance steering problem as a convex SLS problem with locality constraints. Subsequently, exploiting its partially separable structure, we decompose the latter problem into smaller subproblems, introducing a transformation to deal with nonseparable instances. Finally, we employ a variation of the consensus alternating direction method of multipliers (ADMM) to distribute computation across subsystems on account of their local information and communication constraints. We demonstrate the effectiveness of our proposed algorithm on a power system with 36 interconnected subsystems. |
| title | Distributed and Localized Covariance Control of Coupled Systems: A System Level Approach |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2503.02094 |