We present an algorithm that generalizes the randomized incremental subgradient method with fixed stepsize due to Nedić and Bertsekas [SIAM J. Optim., 12 (2001), pp. 109-138]. Our novel algorithm is particularly suitable for distributed implementation and execution, and possible applications include distributed optimization, e.g., parameter estimation in networks of tiny wireless sensors. The stochastic component in the algorithm is described by a Markov chain, which can be constructed in a distributed fashion using only local information. We provide a detailed convergence analysis of the proposed algorithm and compare it with existing, both deterministic and randomized, incremental subgradient methods.

When a sensor has continuous measurements but sends limited messages over a data network to a supervisor which estimates the state, the available packet rate fixes the achievable quality of state estimation. When such rate limits turn stringent, the sensor's messaging policy should be designed anew. What are the good causal messaging policies ? What should message packets contain ? What is the lowest possible distortion in a causal estimate at the supervisor ? Is Delta sampling better than periodic sampling ? We answer these questions under an idealized model of the network and the assumption of perfect measurements at the sensor. If the state process is a scalar, or a vector of low dimension, then we can ignore sample quantization. If in addition, we can ignore jitter in the transmission delays over the network, then our search for efficient messaging policies simplifies. Firstly, each message packet should contain the value of the state at that time. Thus a bound on the number of data packets becomes a bound on the number of state samples. Secondly, the remaining choice in messaging is entirely about the times when samples are taken. For a scalar, linear diffusion process, we study the problem of choosing the causal sampling times that will give the lowest aggregate squared error distortion. We stick to finite-horizons and impose a hard upper bound N on the number of allowed samples. We cast the design as a problem of choosing an optimal sequence of stopping times. We reduce this to a nested sequence of problems each asking for a single optimal stopping time. Under an unproven but natural assumption about the least-square estimate at the supervisor, each of these single stopping problems are of standard form. The optimal stopping times are random times when the estimation error exceeds designed envelopes. For the case where the state is a Brownian motion, we give analytically: the shape of the optimal sampling envelopes, the shape of the envelopes under optimal Delta sampling, and their performances. Surprisingly, we find that Delta sampling performs badly. Hence, when the rate constraint is a hard limit on the number of samples over a finite horizon, we should should not use Delta sampling. arXiv:0904.4358v2 [math.OC]

For a single control loop with communication rate constraints, Event-triggered control often outperforms periodic control. When multiple loops are being controlled over a shared contention-based medium, however, the advantage of event-triggered policies is less well understood. In this paper, we consider event-triggered impulse control under lossy communication. The sampling events are determined by level crossings of the plant output. It is shown how a stochastic control criterion depends on the level thresholds and the packet loss probability for a class of integrator plants. For multiple control loops, this result is used to derive a design guideline on how to assign the levels that lead to optimal use of the available communication resources. It is shown that the structure of the event generator depends critically on the loss probability.

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Abstract-Novel event-triggered sensing and actuation strategies are presented for networked control systems with limited communication resources. Two architectures are considered: one with the controller co-located with the sensor and one with the control co-located with the actuator. A stochastic control problem with an optimal stopping rule is shown to capture two interesting instances of these architectures. The solution of the problem leads to a parametrization of the control alphabet as piecewise constant commands. The execution of the control commands is triggered by stopping rules for the sensor. In simple situations, it is possible to analytically derive the optimal controller. Examples illustrate how the new eventbased control and sensing strategies outperform conventional time-triggered schemes.

For a networked control system, we consider the problem of encoder and controller design. We study a discrete-time linear plant with a finite horizon performance cost, comprising of a quadratic function of the states and controls, and an additive communication cost. We study separation in design of the encoder and controller, along with related closed-loop properties such as the dual effect and certainty equivalence. We consider three basic formats for encoder outputs: quantized samples, real-valued samples at event-triggered times, and real-valued samples over additive noise channels. If the controller and encoder are dynamic, then we show that the performance cost is minimized by a separated design: the controls are updated at each time instant as per a certainty equivalence law, and the encoder is chosen to minimize an aggregate quadratic distortion of the estimation error. This separation is shown to hold even though a dual effect is present in the closed-loop system. We also show that this separated design need not be optimal when the controller or encoder are to be chosen from within restricted classes.

ISR develops, applies and teaches advanced methodologies of design and analysis to solve complex, hierarchical,heterogeneous and dynamic problems of engineering technology and systems for industry and government.

New event-based sampling strategies can support the efficient use of radio resources in wireless control systems. Motivated by the recent introduction of wireless network nodes in process control industry, we consider the particular demands these closed-loop systems set on the wireless communication and the influence the communication has on the control performance. In the paper, it is pointed out that by letting sensor nodes transmit only when needed, it is possible to minimize the communication bandwidth utilization in these systems. We show how classical control strategies commonly based on periodic sampling, such as proportional-integralderivative control and minimum variance control, can be cast in an event-based setting in which decentralized communication decisions are taken suitable for commonly used contention-based medium access control protocols. Eventtriggered sampling for estimation is also reviewed. Simulated examples illustrate the results.Qc 2012022