SlideShare a Scribd company logo
Multi-Agent Estimation and Control
of Cyber-Physical Systems
S M Shafiul Alam
Ph.D. Candidate, Electrical Engineering
Kansas State University
alam@ksu.edu
Acknowledgement: National Science Foundation (NSF) grant CNS #1136040.
September 17th, 2015
Kansas State University - College of Engineering Ph.D. Final Examination 1
Presentation Outline
Definition of Cyber-Physical System
Major Challenges in Cyber-Physical System
Research Questions
Related Work
Contributions of This Dissertation
Addressing Research Challenges
Key Findings
Future Research Directions
Kansas State University - College of Engineering Ph.D. Final Examination 2
Cyber-Physical Systems (CPS)
NSF’15 [5]
Integration of sensing,
computing and
communication
Interaction with physical
world
Operation in real time
Physical
Process ‘’j’’
Physical
Process ‘’k’’
Computation
Computation
Information
Processing
Communication
Network
Control
Probable Physical Coupling
(a)
Kansas State University - College of Engineering Ph.D. Final Examination 3
CPS Examples
http://trilliantinc.com/smart-grid
http://electronic-health.org/2009/keynote.shtml
www.kuka.com
http://dx.doi.org/10.1016/j.ymssp.2010.11.009
Health Care
Energy
Transportation
Manufacturing
CPS
Kansas State University - College of Engineering Ph.D. Final Examination 4
Major CPS Challenges
Information
Theoretic
Capacity
Wireless
Network of
Sensors and
Actuators
Hybrid and
Stochastic
System
Modeling
Cyber
Security
Networked
and Closed-
loop
Control
Wireless
Network of
Sensors and
Actuators
Scalability
and
Complexity
N t
Distributed
& Concurrent
Signal
Processing
Sensing Big Data
Computation Time and
Concurrency
Robustness to
Communication Network
Impairments
Kansas State University - College of Engineering Ph.D. Final Examination 5
Research Questions Addressed in this Dissertation
Kansas State University - College of Engineering Ph.D. Final Examination 6
Centralized Information Aggregation and
Processing
Question 1
How to minimally aggregate sensor measurements?
Question 2
How does the aggregated information estimate states?
Kansas State University - College of Engineering Ph.D. Final Examination 7
Fully Distributed Information Processing
over Communication Networks
Question 3
Can the sensors estimate a partial set of system states?
How should the sensors interact?
What information to be exchanged?
What would be the performance?
Question 4
Inter-sensor information exchange → Impact on stability?
Effect of communication network impairments?
Question 5
Autonomous sensor behavior → Impact on stability?
Question 6
Distributed control scheme with similar design scenarios?
Kansas State University - College of Engineering Ph.D. Final Examination 8
Related Work
Kansas State University - College of Engineering Ph.D. Final Examination 9
Questions 1 and 2
Long’95[24], Bebic’09[25]:
Correlated Measurements, e.g.,
Distributed Generation and Load
DeVore’98[28], Ciancio’06[26],
Mallat’09[27]: Wavelet Compression
of Correlated Data
Li’10[29],
Ranganathan’11[30],
Islam’12[31]: Application
of Compressed Sensing
in Smart Meter Reading
Candes’05[88], Duarte’11[87]: 1D
Compressed Sensing
Rivenson’09[89]: Compressed Imaging
Duarte’11[87]:
Linear Parameter
Estimation from
Compressed
Measurements
Allgower’90[36],
Martinez’91[37],
Kuegler’12[38] : Newton-
Raphson Method
Centralized Information Aggregation
Centralized Estimation
(Over Determined)
Centralized Estimation
(Under Determined)
??
Kansas State University - College of Engineering Ph.D. Final Examination 10
Questions 3 − 6
Over-Determined
System
Loosely Coupled
Subsystems
Korres’11[41], Gomez’11[42],
Gomez’11[43]: Geographical and
Non-Overlapped Decomposition,
Multi-Area State Estimation,
Factorized WLS
Xie’12[44]: Consensus and
Measurement Update
Zhu’12[46], Kekatos’13[45]:
Partially Overlapped
Decomposition, ADMM
Distributed Static
Estimation
Olfati’07[51], Olfati’09[54],
Yang’11[53], Dong’12[57]: Kalman
Consensus Filter, Stability Analysis,
Quantization and Packet Loss Effects
Khan’08[60], Mohammadi’12[61],
Dorfler’13[62]: Sparse/Banded
Transition Matrix, Kalman
Information Filter, Particle Filter,
Distributed Observer
Metropolis’53[55], Cattivelli’10[52], Zhao’12[56]:
Diffusion Kalman Filter, Laplacian, Metropolis and
Uniform Weighting, Relative Variance and Adaptive
Combination under Noisy Communication
Distributed Dynamic
Estimation
Alessio’07[66], Bemporad’10[65],
Alessio’11[63], Lemos’12[64]:
Sparse/Banded Transition Matrix,
Model Predictive Control,
Lyapunov Stability Analysis
Alessio’11[63], Maestre’11[67], Lemos’12[64]:
Neighborhood Control Effects, Packet Loss Effects
Yang’12[68]: Consensus in LQG Control, Spectral Radii
based Stability Analysis
Distributed Control
Lo’13[50], Mostafa’13[69],
Nguyen’13[71], Disfani’14[70]:
Graph Theory, Genetic Algorithm,
Game Theory, Lagrangian
Relaxation
Kansas State University - College of Engineering Ph.D. Final Examination 11
Contributions of This Dissertation
Kansas State University - College of Engineering Ph.D. Final Examination 12
Holonic Multi-Agent System (HMAS)
Layer n
Layer (n-1)
Layer (n+1)
Layer (n+2)
Measurement/Observation
ControlInformation
Measurement/Observation
ControlInformation
Hierarchical
Architecture
Holonic
Multi-Agent
Architecture
Figure: HMAS
S
S
S
i i+1i-1
Yi-1,i Yi,i+1
S
S
S
S
i
Yi
Vp
V VV
V
Y1,i Y2,i Y3,i Y4,i
V2,i V3,i
V4,iV1,i 2,2 i 3,i 4,4 i1,i
Sub
Station
Real and Reactive
Power Injected
Real and Reactive
Power Not Injected
Tree
Radial
Home
Distribution Transformer
Figure: HMAS Depiction of
Power Distribution Network
Kansas State University - College of Engineering Ph.D. Final Examination 13
Addressing Question 1
How to minimally aggregate sensor measurements?
Sampling at
Nyquist Rate
Compression Decompression
Compressed
Random
Sampling
Sparsest
Solution
Signal with
Known
Bandwidth
Signal with
Unknown
Bandwidth
Recovered
Signal
Recovered
Signal
Conventional Compression Technique
Compressed Sensing Theory
Compressed Sensing based Correlated Information Aggregation
Kansas State University - College of Engineering Ph.D. Final Examination 14
Compressed Sensing
Definition
The compressed measurement of w ∈ RN ,
h = Φw = N
i=1 φi
wi; h ∈ RM , M N
Reconstruction
Given, w is approximately sparse in basis Ψ,
a∗ = arg minz z 1 subject to h = ΦΨz
w∗ = Ψa∗
Kansas State University - College of Engineering Ph.D. Final Examination 15
Spatial and Temporal Compressed Sensing
Fusion
Center
3 2 1
Spatial Compressed Sensing
i
Temporal Compressed Sensing
Kansas State University - College of Engineering Ph.D. Final Examination 16
Key Findings (Alam’13[79])
0 10 20 30 40 50 60 70 80 90 100
0
20
40
60
80
100
120
CMR (%)
INAE(%)
Spatial Compressed Sensing
Temporal Compressed Sensing
Spatio−Temporal Compressed Sensing
Figure: Variation of INAE for Spatial,
Temporal and Spatio-temporal
Compressed Sensing
6 8 10 12 14 16 18
25
30
35
40
45
50
55
time (hours)
RealPower,Pg
(kW)
Reconstruction from 60% Compressed Temporal Measurement
Original
Reconstructed from 60% compressed measurement
Figure: Reconstruction Performance for
CMR = M/N = 60%
90% accurate recovery from 2 : 1 compression.
Kansas State University - College of Engineering Ph.D. Final Examination 17
Addressing Question 2
How does the aggregated information estimate states?
State-Compressed Measurement Relation
h = Φy = ΦF(x); F: RN → RN
⇒ ΦF: RN → RM ; M N.
Kansas State University - College of Engineering Ph.D. Final Examination 18
Addressing Question 2
Raw
Data State
Estimate
Newton
Raphson
Newton
Raphson
Sparsest
Solution
Compressed
Sensing
Sparsest
Solution
N
(a)
(b)
(c)
Figure: (a) Conventional, (b) Indirect, (c) Direct
State Estimation from Compressed Measurements
Kansas State University - College of Engineering Ph.D. Final Examination 19
Key Findings (Alam’14[80])
10 20 30 40 50 60 70 80 90 100
0
1
2
3
4
5
6
7
CMR(%)
INAE(%)
Estimation of |V| from Compressed Measurements
34 Node: Indirect Method
34 Node: Direct Method
100 Node: Indirect Method
100 Node: Direct Method
Figure: Direct and Indirect Method
Performance
0 5 10 15 20 25 30 35
24.4
24.5
24.6
24.7
24.8
24.9
Node Index
kV
Voltage Magnitudes Estimated from 50% Compressed Measurements
Actual
Indirect Method
Direct Method
0 5 10 15 20 25 30 35
-0.025
-0.02
-0.015
-0.01
-0.005
0
Node Index
radian
Voltage Angles Estimated from 50% Compressed Measurements
Actual
Indirect Method
Direct Method
Figure: Voltage Phasor Estimation for
CMR = 50%
Almost accurate estimation with significant reduction in
communication overhead and memory requirement.
Kansas State University - College of Engineering Ph.D. Final Examination 20
Addressing Question 3
Can the sensors estimate a partial set of system states?
How should the sensors interact?
What information to be exchanged?
What would be the performance?
1 Static
2 Dynamic
Kansas State University - College of Engineering Ph.D. Final Examination 21
Agent based Model
Agent
Collects Data, Computes and Communicates
Distributed Scheme Agent based Scheme
Information about global states
and measurements
Information about only the
shared state elements
Kansas State University - College of Engineering Ph.D. Final Examination 22
Example: Power Distribution Network
Zeq 1
1
0
Grid
Zeq 2
SG1
SL1
I1
I 0,1
I 1,2
2
SG2
SL2
I2
I2,3
ZeqN
N
SGN
SLN
IN
I N-1,N
Figure: N-node Radial
Network.
i i+1i-1i-2
i-2x i-1x ix i+1x
Figure: State Venn Diagram for Radial Network.
Under Determined Observation Space
yi = [Pi, Qi] = hi(xi); xi = [θi−1, |Vi−1|, θi, |Vi|, θi+1, |Vi+1|]
Kansas State University - College of Engineering Ph.D. Final Examination 23
Agent based Static Estimation
Local Consensus and Measurement Update
xi
(k+1)
= xi
(k)
+ αi(k) Hi(k)†
yi − Gi(k)xi
(k)
Local Innovation
−β(k) Pleadxi−1
(k)
+ Plocxi
(k)
+ Ptrailxi+1
(k)
Localized Consensus
Condition of Convergence
αi(k) = 1
aλmax(Gi(k))(1+k)τ1
; a > 2, τ1 > 0
β(k) = 1
bλmax(D)(1+k)τ2
; b > 2, τ2 > 0
D = (B ⊗ Plead) + (F ⊗ Ptrail) + (IN ⊗ Ploc); A = B + F.
Kansas State University - College of Engineering Ph.D. Final Examination 24
Key Findings (Alam’15[81])
0 20 40 60 80 100
0
50
100
150
200
250
300
Iteration
MeanINAE(%)
b = 3,t
1
= 2,t
2
= 1
a = 1
a = 4
a = 16
a = 64
Figure: Effect of a
0 20 40 60 80 100
32
34
36
38
40
42
Iteration
MeanINAE(%)
a = 4,t
1
= 2,t
2
= 1
b = 1
b = 2
b = 3
Figure: Effect of b
The convergence condition is verified.
Kansas State University - College of Engineering Ph.D. Final Examination 25
Agent based Model for Dynamical Process
The State Transition Matrix
xt+1 = Ftxt; Ft ∈ Rn×n
State-Space
Decomposition
Shrink Full-Scale
Observation Space
Limited
Observation
Space
State-Space
Decomposition
Alessio’07[66], Khan’08[60]
Agent based Model
Example: Ft includes an inverse of Jacobian from nonlinear
model (Deshmukh’14[122])
Kansas State University - College of Engineering Ph.D. Final Examination 26
Agent based Model for Dynamical Process
Dynamics of Discrete-Time Linear Time-Invariant
System
xt = Fxt−1 + wt−1
xt ∈ Rn, x−1 ∼ N(µ, Σ), F ∈ Rn×n, wt ∼ N(0, Q)
Limited Observation of kth Agent
yt,k = Hkxt,k + vt,k; k = 1, 2, ..., N
Hk ∈ Rmk×nk , mk ≤ nk and vt,k ∼ N(0, Rk)
Kansas State University - College of Engineering Ph.D. Final Examination 27
An Example 3-Agent System
Agent 1
This Example
xt,1 =


0 1 0 0 0
0 0 1 0 0
0 0 0 0 1

 xt = T1xt;
xs
t,1 =
0 1 0
0 0 1
xt,1 = S1xt,1;
Agent 2 → Agent 1 ← Agent 3
0 0
0 1
ˆdt,2
ˆet,2
=
0
ˆet,2
= P2,1ˆxs
t,2;
1 0 0
0 0 1


ˆct,3
ˆdt,3
ˆet,3

 =
ˆct,3
ˆet,3
P3,1ˆxs
t,3
Kansas State University - College of Engineering Ph.D. Final Examination 28
The Binary Matrices
T: State-Space Decomposition
S, U, O: Extract/Restore Shared/Unshared Elements
P, L: Elements for Inter-Agent Communication
Set of Neighbors
Sk = {i : Pi,kSixt,i projects onto Li,kSkxt,k, ∀t}
Kansas State University - College of Engineering Ph.D. Final Examination 29
Properties
xt;k xt;k
Sk
Uk
Os
k
Ou
k
xs
t;k
xu
t;k
Figure: Extracting and Restoring of Shared and Unshared Elements
Lemma 6.1
TkTk = Ink
Kansas State University - College of Engineering Ph.D. Final Examination 30
State-Space Decomposition
xt,k = Fkxt−1,k + wt−1,k; Fk = TkFTk
MMSE Criterion
State vector estimate for kth agent:
ˆxi,k|j = E [xi,k|y0,k, y1,k, ..., yj,k]
Error covariance matrix for kth agent:
Mi,k|j = E (xi,k − ˆxi,k|j)(xi,k − ˆxi,k|j)
Kansas State University - College of Engineering Ph.D. Final Examination 31
Agent based Dynamic State Estimation
Computation Phase
Kalman Information Filter
Communication Phase
AKCF: Consensus Approach (Olfati’07[51])
ADKF: Diffusion Approach (Cattivelli’10[52])
Kansas State University - College of Engineering Ph.D. Final Examination 32
Key Findings (Alam’14[83]
0 50 100 150 200 250
10
0
10
1
10
2
10
3
Time Index, t
MSDt
Agent Based Kalman Filter, System 1
ADKF
AKCF (e = 1)
AKCF (e = 0.1)
AKCF (e = 0.01)
Figure: Perfect Communication
0 50 100 150 200 250
10
-1
10
0
10
1
10
2
10
3
Time Index, t
MSDt
AKCF Vs ADKF for System 1, Link Failure Rate = r
r = 0.1
r = 0.3667
r = 0.6333
r = 0.9
ADKF
AKCF (e = 0.1)
Figure: Lossy Communication
AKCF is better and more robust.
Kansas State University - College of Engineering Ph.D. Final Examination 33
Addressing Question 4
Inter-sensor information exchange → Impact on stability?
Effect of communication network impairments?
Discrete-time Lyapunov Stability Analysis of Estimation Error
Dynamics
Kansas State University - College of Engineering Ph.D. Final Examination 34
AKCF Algorithm
Algorithm 3 AKCF
1: ˆx−1,k|−1 = µk, M−1,k|−1 = Σk ⊲ Initialization
2: ˆxt,k|t−1 = Fkˆxt−1,k|t−1 ⊲ Predict State
3: Mt,k|t−1 = FkMt−1,k|t−1F⊤
k + Qk ⊲ Update Error Covariance
4: Kf
t,k = Mt,k|t−1H⊤
k HkMt,k|t−1H⊤
k + Rk
−1
⊲ Kalman Gain
5: Mt,k|t = Ink
− Kf
t,kHk Mt,k|t−1 ⊲ Correct Error Covariance
6: ˆbt,k = ˆxt,k|t−1 + Kf
t,k yt,k − Hk ˆxt,k|t−1 ⊲ Intermediate Correction
7: ˆxs
t,k|t = Sk
ˆbt,k
+ Wf
t,k i∈Sk
Pi,kSiˆxt,i|t−1 − Li,kSk ˆxt,k|t−1 ⊲ Shared Element Correction through
Inter-Agent Information Exchange
8: ˆxt,k|t = Os
kˆxs
t,k|t + Ou
kUk
ˆbt,k ⊲ Combining the Shared and Unshared Parts
Kansas State University - College of Engineering Ph.D. Final Examination 35
Stability Analysis
Stability Governing Homogeneous Equation
ηt,k = Ct,kηt−1,k + Os
kWf
t,kzt−1,k;
zt−1,k = i∈Sk
Pi,kSiFiηt−1,i − Li,kSkFkηt−1,k
Lyapunov Energy Function
Vk(t) = ηt,kM−1
t,k|tηt,k
For asymptotic stability, N
k=1 {Vk(t) − Vk(t − 1)} < 0
Kansas State University - College of Engineering Ph.D. Final Examination 36
Stability Analysis
Lemma 7.1
Given, G 0, L 0 and ∈ R,
Real Line
Scenario 1:
Real Line
Scenario 2:
Real Line
Scenario 3:
Kansas State University - College of Engineering Ph.D. Final Examination 37
Lemma 7.1
G − 2L 0 is guaranteed, if,
Scenario 1: | | < gmin
lmax
Scenario 2: | | < gmax
lmax
Scenario 3: | | < gmax
lmin
Kansas State University - College of Engineering Ph.D. Final Examination 38
Key Findings 1 (Alam’15[84])
Theorem 7.1
Sufficient conditions for global asymptotic stability,
Wf
t,k = (Os
k)†
Mt,k|t−1 F−1
k Os
k; ∀k, ∀t; and,
Scenario 1: | | < mink λmin(Gt,k)/λmax AF DtAF
Scenario 2: | | < maxk λmax(Gt,k)/λmax AF DtAF
Scenario 3: | | < maxk λmax(Gt,k)/λmin AF DtAF
Kansas State University - College of Engineering Ph.D. Final Examination 39
Stability under Lossy Communication
Step 7 of AKCF Algorithm
ˆxs
t,k|t =
Sk
ˆbt,k + Wf
t,k i∈Sk
ζi,k(t) Pi,kSiˆxt,i|t−1 − Li,kSk ˆxt,k|t−1
Stochastic Error Dynamics
ηt,k = Ct,kηt−1,k + Os
kWf
t,kzt−1,k
Corollary 7.1
E G − 2L 0 if,
Scenario 1: | | < E [λmin(G)]/E [λmax(L)]
Scenario 2: | | < λmax (E [G])/E [λmax(L)]
Scenario 3: | | < λmax (E [G])/λmin (E [L])
Kansas State University - College of Engineering Ph.D. Final Examination 40
Key Findings 2 (Alam’15[84])
Corollary 7.2
If E [ζi,k(t)] = 1 − ρ, ∀i, k, t, then sufficient conditions for global
asymptotic stability, Wf
t,k = (Os
k)†
Mt,k|t−1 F−1
k Os
k; ∀k, ∀t;
and,
Scenario 1: | | <
mink λmin(Gt,k)
E λmax AF
t DtAF
t
Scenario 2: | | <
maxk λmax(Gt,k)
E λmax AF
t DtAF
t
Scenario 3: | |(1 − ρ) <
maxk λmax(Gt,k)
λmin(AF DtAF
)
Kansas State University - College of Engineering Ph.D. Final Examination 41
Simulation of a 2-Agent System
System follows Scenario 2 of Lemma 7.1
Steady State Bounds
ρ | | Upper bound
Perfect Network 0 0.3849
Lossy Network 0.2 0.4103
0.4 0.4410
0.6 0.4791
0.8 0.5279
Kansas State University - College of Engineering Ph.D. Final Examination 42
Stability of the 2-Agent System
0 10 20 30
10
0
10
1
10
2
10
3
10
4
10
5
10
6
Time Index, t
TMSDt
SYS in Perfect Network ( = 0)
= 0.20
= 0.50
0 20 40 60
10
0
10
1
10
2
10
3
10
4
10
5
10
6
10
7 SYS in Lossy Network ( = 0.6)
Time Index, t
TMSDt
= 0.40
= 0.80
Figure: AKCF Stability in Perfect and Lossy Network
System becomes unstable when the bounds are violated.
Kansas State University - College of Engineering Ph.D. Final Examination 43
Addressing Question 5
Autonomous sensor behavior → Impact on stability?
1 Deterministic
2 Mutual
3 Independent
Kansas State University - College of Engineering Ph.D. Final Examination 44
Generalized AKCF Algorithm
Algorithm 4 Generalized AKCF
1: ˆx−1,k|−1 = µk, M−1,k|−1 = Σk ⊲ Initialization
2: ˆxt,k|t−1 = Fk ˆxt−1,k|t−1 ⊲ Predict State
3: Mt,k|t−1 = FkMt−1,k|t−1F⊤
k + Qk ⊲ Update Error Covariance
4: Kf
t,k = Mt,k|t−1H⊤
k HkMt,k|t−1H⊤
k + Rk
−1
⊲ Kalman Gain
5: Mt,k|t = Ink
− φk(t)Kf
t,kHk Mt,k|t−1 ⊲ Correct Error Covariance if φk(t) = 1
6: ˆbt,k = ˆxt,k|t−1 + φk(t)Kf
t,k yt,k − Hk ˆxt,k|t−1 ⊲ Intermediate Correction if φk(t) = 1
7: ˆxs
t,k|t = Sk
ˆbt,k
+ γk(t)Wf
t,k i∈Sk
Pi,kSiˆxt,i|t−1 − Li,kSk ˆxt,k|t−1 ⊲ Shared Element Correction through
Inter-Agent Information Exchange if γk(t) = 1
8: ˆxt,k|t = Os
k ˆxs
t,k|t + Ou
kUk
ˆbt,k ⊲ Combining the Shared and Unshared Parts
E[φk(t)] = m/N, E[γk(t)] = r/N
Kansas State University - College of Engineering Ph.D. Final Examination 45
3 Cases of Agent Behavior
Case 1: m = N and r = N
Case 2: m + r = N
Case 3: 0 ≤ m + r ≤ 2N
Corollary 7.1
E G − 2L 0 if,
Scenario 1: | | < E [λmin(G)]/E [λmax(L)]
Scenario 2: | | < λmax (E [G])/E [λmax(L)]
Scenario 3: | | < λmax (E [G])/λmin (E [L])
Kansas State University - College of Engineering Ph.D. Final Examination 46
Key Findings (Alam’15[85])
Theorem 8.1
Sufficient condition for global asymptotic stability,
Wf
t,k = (Os
k)†
Mt,k|t−1 F−1
k Os
k; ∀k, ∀t; and,
Scenario 1: | | <
E[λmin(Gt)]
E[λmax(AF DtAF
)]
Scenario 2: | | <
maxk λmax(Jt,k)
E[λmax(AF DtAF
)]
Scenario 3 (Case 2): | | < N
N−m
maxk λmax(Jt,k)
λmin(AF BtAF
)
Scenario 3 (Case 3): | | < N
r
maxk λmax(Jt,k)
λmin(AF LtAF
)
Kansas State University - College of Engineering Ph.D. Final Examination 47
Simulation of 10-Agent System
0 2 4 6 8 10
0
0.05
0.1
0.15
0.2
m
||UpperBound,*
Case 2, Scenario 1
Figure: Upper Bound (Case 2,
Scenario 1
1 3 5 7 9
0.4
0.5
0.6
0.7
0.8
r
||UpperBound,*
Case 3, m = 5, Secnario 2
Figure: Upper Bound for Case 3,
Scenario 2
Kansas State University - College of Engineering Ph.D. Final Examination 48
Stability of the 10-Agent System
0 50 100
10
0
10
10
10
20
10
30
10
40
10
50
Time Index, t
TMSDt
Case 2, m = 3, Scenario 1
=0.03
=0.3
*
= 0.0562
0 20 40 60 80 100 120
10
0
10
10
10
20
10
30
10
40
10
50
Time Index, t
TMSDt
Case 3, m = 5, r = 9, Scenario 2
=0.1
=0.5
*
= 0.3309
System becomes unstable when the conditions are violated.
Kansas State University - College of Engineering Ph.D. Final Examination 49
Addressing Question 6
Distributed control scheme with similar design scenarios?
Investigate Closed Loop Stability
Kansas State University - College of Engineering Ph.D. Final Examination 50
Model Predictive Control (MPC)
Cost Function
Given, J(Ut) = E
t+tf −1
τ=t (xτ Xxτ + uτ Uuτ ) + xt+tf
Xxt+tf
and Ut = {ut, · · · , ut+tf −1}
Optimization Problem
{u∗
t , · · · , u∗
t+tf −1} = arg min J(Ut)
subject to xt+1 = Fxt + Gut + wt
Solve through dynamic programming and pick u∗
t .
Kansas State University - College of Engineering Ph.D. Final Examination 51
Agent based MPC
System Decomposition
Fk = TkFTk ; Gk = TkG; Xk = TkXTk
Algorithm 5 State Feedback Gain
1: τ = t+tf : −1 : t+1 ⊲ Define Time Horizon
2: Υτ,k = Xk ⊲ Initialization
3: Kc
τ−1,k = − U+G⊤
k Υτ,kGk
−1
G⊤
k Υτ,kFk; ⊲ Control Gain
4: Υτ−1,k = F⊤
k Υτ,k(Fk +GkKc
τ−1,k)+Xk ⊲ Update
Kansas State University - College of Engineering Ph.D. Final Examination 52
AMPC Algorithm
Algorithm 6 AMPC
1: ˆx0,k|0 = µk,M0,k|0 = Σk ⊲ Initialization
2: ˆxt,k|t−1 = Fkˆxt−1,k|t−1 + Gkut−1,k ⊲ Prediction
3: Mt,k|t−1 = FkMt−1,k|t−1F⊤
k + Qk ⊲ Predict Error Covariance
4: Kf
t,k = Mt,k|t−1H⊤
k HkMt,k|t−1H⊤
k + Rk
−1
⊲ Kalman Gain
5: Mt,k|t = Ink
− φk(t)Kf
t,kHk Mt,k|t−1 ⊲ Correct Error Covariance if φk(t) = 1
6: ˆbt,k = ˆxt,k|t−1 + φk(t)Kf
t,k yt,k − Hkˆxt,k|t−1 ⊲ Intermediate Correction if φk(t) = 1
7: ˆxs
t,k|t = Sk
ˆbt,k
+ γk(t)Wf
t,k i∈Sk
Pi,kSiˆxt,i|t−1 − Li,kSkˆxt,k|t−1 ⊲ Shared Element Correction through
Inter-Agent Information Exchange if γk(t) = 1
8: ˆxt,k|t = Os
kˆxs
t,k|t + Ou
kUk
ˆbt,k ⊲ Combining the Shared and Unshared Parts
9: ut,k = Kc
t,kˆxt,k|t + Wc
t,k i∈Sk
Kc
t,iˆxt,i|t − Kc
t,kˆxt,k|t ⊲ Consensus in Control
10: ut = arg minut,k,k=1,···,N u⊤
t,kUut,k ⊲ Desired Control for Global System
Kansas State University - College of Engineering Ph.D. Final Examination 53
Stability Analysis
Closed Loop Homogeneous Equation
xt+1,k = (Fk + GkKc
t,k)xt,k + GkWc
t,kξt,k;
ξt,k = i∈Sk
(Kc
t,ixt,i − Kc
t,kxt,k)
Lyapunov Function
Vk(t) = xt,kΥt,kxt,k
Kansas State University - College of Engineering Ph.D. Final Examination 54
Key Findings 1 (Alam’15[86])
Theorem 9.1
Sufficient condition for global asymptotic stability,Wc
t,k =
νG†
kΥ−1
t+1,k Fk + (Kc
t,k) Gk
−1
(Kc
t,k) ; ∀k, ∀t; and the
sufficient conditions on the level of consensus to guarantee
stability are,
Scenario 1: |ν| < mink λmin(Bt,k)/λmax Kt CtKt
Scenario 2: |ν| < maxk λmax(Bt,k)/λmax Kt CtKt
Scenario 3: |ν| < maxk λmax(Bt,k)/λmin Kt CtKt
Kansas State University - College of Engineering Ph.D. Final Examination 55
Impact of Lossy Communication Network
Step 9 of AMPC Algorithm
ut,k = Kc
t,k ˆxt,k|t + Wc
t,k i∈Sk
ζi,k(t) Kc
t,iˆxt,i|t − Kc
t,k ˆxt,k|t
Closed Loop Dynamics
xt+1,k = (Fk + GkKc
t,k)xt,k + GkWc
t,kξt,k
;
ξt,k
= i∈Sk
ζi,k(t)(Kc
t,ixt,i − Kc
t,kxt,k)
Kansas State University - College of Engineering Ph.D. Final Examination 56
Key Findings 2 (Alam’15[86])
Corollary 9.1
If E [ζi,k(t)] = 1 − ρ, ∀i, k, t, then sufficient conditions for global
asymptotic stability,
Wc
t,k = νG†
kΥ−1
t+1,k Fk + (Kc
t,k) Gk
−1
(Kc
t,k) ; ∀k, ∀t; and,
Scenario 1: |ν| < mink λmin(Bt,k)/E λmax Kt CtKt
Scenario 2: |ν| < maxk λmax(Bt,k)/E λmax Kt CtKt
Scenario 3: |ν|(1 − ρ) < maxk λmax(Bt,k)/λmin Kt CtKt
Kansas State University - College of Engineering Ph.D. Final Examination 57
Simulation of 10-Agent System
Estimation: Case 2 and Scenario 1
Control: Scenario 2 of Lemma 7.1
Steady State Bounds for AMPC
ρ |ν| Upper bound
Perfect Network 0 0.02
Lossy Network 0.2 0.0224
0.4 0.0263
0.6 0.0332
0.8 0.049
Kansas State University - College of Engineering Ph.D. Final Examination 58
Closed Loop Stability of the 10-Agent System
0 10 20 30
10
2
10
4
10
6
10
8
10
10
10
12
10
14
Time Index, t
Jt
AMPC, Perfect Network, r = 0
n = 0.015
n = 0.05
Figure: AMPC in Perfect Network
0 10 20 30 40 50 60
10
2
10
4
10
6
10
8
10
10
Time Index, t
Jt
AMPC in Lossy Network, r = 0.4
n = 0.02
n = 0.06
Figure: AMPC in Lossy Network
Control becomes unstable when the conditions are violated.
Kansas State University - College of Engineering Ph.D. Final Examination 59
Summary of Contributions and Future Works
Kansas State University - College of Engineering Ph.D. Final Examination 60
Conclusions
1 Spatial, temporal and spatio-temporal compressed sensing
2 Centralized state estimation from compressed
measurements
3 Agent based modeling from partial observations
State-space decomposition
No sharing of measurement information
Localized consensus
4 Agent based static state estimation
Convergence condition for radial topology
5 Agent based dynamic state estimation
Consensus is better
Effect of inter-agent communication impairments
3 cases of agent behavior
3 scenarios of estimation error stability
6 Agent based control
Model predictive control
3 scenarios of closed loop stability
Effect of inter-agent communication impairments
Kansas State University - College of Engineering Ph.D. Final Examination 61
Future Research Directions
Topology changes, noise and bad data
Application to nonlinear systems
Correlated link failure and packet delay
Random switching topologies
Faulty and malicious agent detection
Analysis for multi-layer holonic structure
Kansas State University - College of Engineering Ph.D. Final Examination 62
Published Articles I
[79]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa,
“Impact of Correlated Distributed Generation on Information
Aggregation in Smart Grid”, In Proceedings of 5th Annual
Green Technologies Conference (IEEE GreenTech), April 3-5,
2013, Denver, Colorado, USA.
[80]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa,
“Distribution Grid State Estimation from Compressed
Measurements”, IEEE Transactions on Smart Grid, vol. 5, no.
4, pp. 1631-1642, 2014.
[81]: S M Shafiul Alam, Bala Natarajan, Anil Pahwa, and
Sergio Curto, “Agent based State Estimation in Smart
Distribution Grid”, IEEE Latin America Transactions, vol. 13,
no. 2, pp. 496-502, 2015 .
Kansas State University - College of Engineering Ph.D. Final Examination 63
Published Articles II
[82]: Anil Pahwa, Scott A. DeLoach, Bala Natarajan, Sanjoy
Das, Ahmad R. Malekpour, S M Shafiul Alam, and Denise M.
Case,“Goal-Based Holonic Multi-Agent System for Operation of
Power Distribution System”, IEEE Transactions on Smart Grid
(Special Issue on Cyber-Physical Systems and Security for
Smart Grid), vol. 6, no. 5, pp. 2510-2518, 2015.
[83]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa,
“Distributed Agent Based Dynamic State Estimation over a
Lossy Network”, In Proceedings of 5th Int. Workshop on
Networks of Cooperating Objects for Smart Cities (UBICITEC),
April 14-17,2014, Berlin, Germany.
[84]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa,
“Agent based Optimally Weighted Kalman Consensus Filter
over a Lossy Network”, In Proceedings of 2015 IEEE
Conference on Global Communications (IEEE GLOBECOM),
(Accepted), December 6-10,2015, San Diego, CA, USA.
Kansas State University - College of Engineering Ph.D. Final Examination 64
Under Review
[85]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa, “On
the Stability of Agent based Kalman Filters with Measurement
and/or Consensus”, IEEE Transactions on Control of Network
Systems(Under review), 2015.
[86]: S M Shafiul Alam, and Bala Natarajan, “Stability of
Agent based Distributed Model Predictive Control over a Lossy
Network”, IEEE Transactions on Signal and Information
Processing over Networks (2nd round review), 2015.
Kansas State University - College of Engineering Ph.D. Final Examination 65
Committee Members
My deepest gratitude for your time and advice.
Dr. Bala Natarajan
Dr. Anil Pahwa
Dr. Shelli Starrett
Dr. Nathan Albin
Dr. Andrew Ivanov
Kansas State University - College of Engineering Ph.D. Final Examination 66
Thank You!
Questions?
Kansas State University - College of Engineering Ph.D. Final Examination 67
Back-Up Slides
Kansas State University - College of Engineering Ph.D. Final Examination 68
1D Compressed Sensing Example
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
0
10
20
30
40
50
60
70
Normalized Angular Frequency (w/2p)
Magnitude
Signal is Sparse in Fourier Domain, K = 4
0 20 40 60 80 100 120
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
Time (sec.)
Amplitude
Original
Recovered
0 20 40 60 80 100 120
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
1.5
2
2.5
Time (sec.)
Amplitude
Original Signal, N = 128
5 10 15 20 25
-4
-3
-2
-1
0
1
2
3
4
5
6
Compressed Measurement, M = 28
Sample Index
Amplitude
Recovery Through
the Sparsest Solution
Kansas State University - College of Engineering Ph.D. Final Examination 69
2D Compressed Sensing Example
Original Image (64x64 pixels) 2D Compressed Sensing (50x50 pixels)
Haar Wavelet Representation (64x64 pixels) Reconstructed Image (64x64 pixels)
Sparsest Solution
Kansas State University - College of Engineering Ph.D. Final Examination 70

More Related Content

PDF
An Enhanced Support Vector Regression Model for Weather Forecasting
PDF
Revista.
PDF
OJC_Vol_31(3)_p1835-1839 (1)
PDF
Andrew Mugenyi Certificates (1)
PDF
Refining Underwater Target Localization and Tracking Estimates
PPT
Tetiana Bogodorova "Data Science for Electric Power Systems"
PPTX
PTA EE group Ch3 Modelling in Time Domain - Copy.pptx
PDF
1-s2.0-S1474034622002737-main.pdf
An Enhanced Support Vector Regression Model for Weather Forecasting
Revista.
OJC_Vol_31(3)_p1835-1839 (1)
Andrew Mugenyi Certificates (1)
Refining Underwater Target Localization and Tracking Estimates
Tetiana Bogodorova "Data Science for Electric Power Systems"
PTA EE group Ch3 Modelling in Time Domain - Copy.pptx
1-s2.0-S1474034622002737-main.pdf

Similar to FinalDefensePresentation (20)

PDF
Power System Problems in Teaching Control Theory on Simulink
PDF
POWER SYSTEM PROBLEMS IN TEACHING CONTROL THEORY ON SIMULINK
PDF
Power System Problems in Teaching Control Theory on Simulink
PDF
Defense_thesis
PDF
Event triggered control design of linear networked systems with quantizations
PDF
closing-the-hardware-design-loop-with-multisim-a-case-study
PDF
Verify-then-Monitor: Calibration Guarantees for Safety Confidence
PDF
1 Aminullah Assagaf_Estimation-of-domain-of-attraction-for-the-fract_2021_Non...
PDF
TruongNguyen_CV
PDF
LeSage2013_PhDDefense
PPTX
Lecture 05 - Statistical Analysis of Experimental Data.pptx
PPT
"An adaptive modular approach to the mining of sensor network ...
PDF
Paper id 26201483
PDF
1789 1800
PDF
1789 1800
PDF
How to Accelerate Molecular Simulations with Data? by Žofia Trsťanová, Machin...
PDF
A Randomized Approach for Crowdsourcing in the Presence of Multiple Views
PPT
tracking.ppt
PDF
Final HPC Poster Compact
PPT
Multidimensional wave digital filtering network
Power System Problems in Teaching Control Theory on Simulink
POWER SYSTEM PROBLEMS IN TEACHING CONTROL THEORY ON SIMULINK
Power System Problems in Teaching Control Theory on Simulink
Defense_thesis
Event triggered control design of linear networked systems with quantizations
closing-the-hardware-design-loop-with-multisim-a-case-study
Verify-then-Monitor: Calibration Guarantees for Safety Confidence
1 Aminullah Assagaf_Estimation-of-domain-of-attraction-for-the-fract_2021_Non...
TruongNguyen_CV
LeSage2013_PhDDefense
Lecture 05 - Statistical Analysis of Experimental Data.pptx
"An adaptive modular approach to the mining of sensor network ...
Paper id 26201483
1789 1800
1789 1800
How to Accelerate Molecular Simulations with Data? by Žofia Trsťanová, Machin...
A Randomized Approach for Crowdsourcing in the Presence of Multiple Views
tracking.ppt
Final HPC Poster Compact
Multidimensional wave digital filtering network
Ad

FinalDefensePresentation

  • 1. Multi-Agent Estimation and Control of Cyber-Physical Systems S M Shafiul Alam Ph.D. Candidate, Electrical Engineering Kansas State University alam@ksu.edu Acknowledgement: National Science Foundation (NSF) grant CNS #1136040. September 17th, 2015 Kansas State University - College of Engineering Ph.D. Final Examination 1
  • 2. Presentation Outline Definition of Cyber-Physical System Major Challenges in Cyber-Physical System Research Questions Related Work Contributions of This Dissertation Addressing Research Challenges Key Findings Future Research Directions Kansas State University - College of Engineering Ph.D. Final Examination 2
  • 3. Cyber-Physical Systems (CPS) NSF’15 [5] Integration of sensing, computing and communication Interaction with physical world Operation in real time Physical Process ‘’j’’ Physical Process ‘’k’’ Computation Computation Information Processing Communication Network Control Probable Physical Coupling (a) Kansas State University - College of Engineering Ph.D. Final Examination 3
  • 5. Major CPS Challenges Information Theoretic Capacity Wireless Network of Sensors and Actuators Hybrid and Stochastic System Modeling Cyber Security Networked and Closed- loop Control Wireless Network of Sensors and Actuators Scalability and Complexity N t Distributed & Concurrent Signal Processing Sensing Big Data Computation Time and Concurrency Robustness to Communication Network Impairments Kansas State University - College of Engineering Ph.D. Final Examination 5
  • 6. Research Questions Addressed in this Dissertation Kansas State University - College of Engineering Ph.D. Final Examination 6
  • 7. Centralized Information Aggregation and Processing Question 1 How to minimally aggregate sensor measurements? Question 2 How does the aggregated information estimate states? Kansas State University - College of Engineering Ph.D. Final Examination 7
  • 8. Fully Distributed Information Processing over Communication Networks Question 3 Can the sensors estimate a partial set of system states? How should the sensors interact? What information to be exchanged? What would be the performance? Question 4 Inter-sensor information exchange → Impact on stability? Effect of communication network impairments? Question 5 Autonomous sensor behavior → Impact on stability? Question 6 Distributed control scheme with similar design scenarios? Kansas State University - College of Engineering Ph.D. Final Examination 8
  • 9. Related Work Kansas State University - College of Engineering Ph.D. Final Examination 9
  • 10. Questions 1 and 2 Long’95[24], Bebic’09[25]: Correlated Measurements, e.g., Distributed Generation and Load DeVore’98[28], Ciancio’06[26], Mallat’09[27]: Wavelet Compression of Correlated Data Li’10[29], Ranganathan’11[30], Islam’12[31]: Application of Compressed Sensing in Smart Meter Reading Candes’05[88], Duarte’11[87]: 1D Compressed Sensing Rivenson’09[89]: Compressed Imaging Duarte’11[87]: Linear Parameter Estimation from Compressed Measurements Allgower’90[36], Martinez’91[37], Kuegler’12[38] : Newton- Raphson Method Centralized Information Aggregation Centralized Estimation (Over Determined) Centralized Estimation (Under Determined) ?? Kansas State University - College of Engineering Ph.D. Final Examination 10
  • 11. Questions 3 − 6 Over-Determined System Loosely Coupled Subsystems Korres’11[41], Gomez’11[42], Gomez’11[43]: Geographical and Non-Overlapped Decomposition, Multi-Area State Estimation, Factorized WLS Xie’12[44]: Consensus and Measurement Update Zhu’12[46], Kekatos’13[45]: Partially Overlapped Decomposition, ADMM Distributed Static Estimation Olfati’07[51], Olfati’09[54], Yang’11[53], Dong’12[57]: Kalman Consensus Filter, Stability Analysis, Quantization and Packet Loss Effects Khan’08[60], Mohammadi’12[61], Dorfler’13[62]: Sparse/Banded Transition Matrix, Kalman Information Filter, Particle Filter, Distributed Observer Metropolis’53[55], Cattivelli’10[52], Zhao’12[56]: Diffusion Kalman Filter, Laplacian, Metropolis and Uniform Weighting, Relative Variance and Adaptive Combination under Noisy Communication Distributed Dynamic Estimation Alessio’07[66], Bemporad’10[65], Alessio’11[63], Lemos’12[64]: Sparse/Banded Transition Matrix, Model Predictive Control, Lyapunov Stability Analysis Alessio’11[63], Maestre’11[67], Lemos’12[64]: Neighborhood Control Effects, Packet Loss Effects Yang’12[68]: Consensus in LQG Control, Spectral Radii based Stability Analysis Distributed Control Lo’13[50], Mostafa’13[69], Nguyen’13[71], Disfani’14[70]: Graph Theory, Genetic Algorithm, Game Theory, Lagrangian Relaxation Kansas State University - College of Engineering Ph.D. Final Examination 11
  • 12. Contributions of This Dissertation Kansas State University - College of Engineering Ph.D. Final Examination 12
  • 13. Holonic Multi-Agent System (HMAS) Layer n Layer (n-1) Layer (n+1) Layer (n+2) Measurement/Observation ControlInformation Measurement/Observation ControlInformation Hierarchical Architecture Holonic Multi-Agent Architecture Figure: HMAS S S S i i+1i-1 Yi-1,i Yi,i+1 S S S S i Yi Vp V VV V Y1,i Y2,i Y3,i Y4,i V2,i V3,i V4,iV1,i 2,2 i 3,i 4,4 i1,i Sub Station Real and Reactive Power Injected Real and Reactive Power Not Injected Tree Radial Home Distribution Transformer Figure: HMAS Depiction of Power Distribution Network Kansas State University - College of Engineering Ph.D. Final Examination 13
  • 14. Addressing Question 1 How to minimally aggregate sensor measurements? Sampling at Nyquist Rate Compression Decompression Compressed Random Sampling Sparsest Solution Signal with Known Bandwidth Signal with Unknown Bandwidth Recovered Signal Recovered Signal Conventional Compression Technique Compressed Sensing Theory Compressed Sensing based Correlated Information Aggregation Kansas State University - College of Engineering Ph.D. Final Examination 14
  • 15. Compressed Sensing Definition The compressed measurement of w ∈ RN , h = Φw = N i=1 φi wi; h ∈ RM , M N Reconstruction Given, w is approximately sparse in basis Ψ, a∗ = arg minz z 1 subject to h = ΦΨz w∗ = Ψa∗ Kansas State University - College of Engineering Ph.D. Final Examination 15
  • 16. Spatial and Temporal Compressed Sensing Fusion Center 3 2 1 Spatial Compressed Sensing i Temporal Compressed Sensing Kansas State University - College of Engineering Ph.D. Final Examination 16
  • 17. Key Findings (Alam’13[79]) 0 10 20 30 40 50 60 70 80 90 100 0 20 40 60 80 100 120 CMR (%) INAE(%) Spatial Compressed Sensing Temporal Compressed Sensing Spatio−Temporal Compressed Sensing Figure: Variation of INAE for Spatial, Temporal and Spatio-temporal Compressed Sensing 6 8 10 12 14 16 18 25 30 35 40 45 50 55 time (hours) RealPower,Pg (kW) Reconstruction from 60% Compressed Temporal Measurement Original Reconstructed from 60% compressed measurement Figure: Reconstruction Performance for CMR = M/N = 60% 90% accurate recovery from 2 : 1 compression. Kansas State University - College of Engineering Ph.D. Final Examination 17
  • 18. Addressing Question 2 How does the aggregated information estimate states? State-Compressed Measurement Relation h = Φy = ΦF(x); F: RN → RN ⇒ ΦF: RN → RM ; M N. Kansas State University - College of Engineering Ph.D. Final Examination 18
  • 19. Addressing Question 2 Raw Data State Estimate Newton Raphson Newton Raphson Sparsest Solution Compressed Sensing Sparsest Solution N (a) (b) (c) Figure: (a) Conventional, (b) Indirect, (c) Direct State Estimation from Compressed Measurements Kansas State University - College of Engineering Ph.D. Final Examination 19
  • 20. Key Findings (Alam’14[80]) 10 20 30 40 50 60 70 80 90 100 0 1 2 3 4 5 6 7 CMR(%) INAE(%) Estimation of |V| from Compressed Measurements 34 Node: Indirect Method 34 Node: Direct Method 100 Node: Indirect Method 100 Node: Direct Method Figure: Direct and Indirect Method Performance 0 5 10 15 20 25 30 35 24.4 24.5 24.6 24.7 24.8 24.9 Node Index kV Voltage Magnitudes Estimated from 50% Compressed Measurements Actual Indirect Method Direct Method 0 5 10 15 20 25 30 35 -0.025 -0.02 -0.015 -0.01 -0.005 0 Node Index radian Voltage Angles Estimated from 50% Compressed Measurements Actual Indirect Method Direct Method Figure: Voltage Phasor Estimation for CMR = 50% Almost accurate estimation with significant reduction in communication overhead and memory requirement. Kansas State University - College of Engineering Ph.D. Final Examination 20
  • 21. Addressing Question 3 Can the sensors estimate a partial set of system states? How should the sensors interact? What information to be exchanged? What would be the performance? 1 Static 2 Dynamic Kansas State University - College of Engineering Ph.D. Final Examination 21
  • 22. Agent based Model Agent Collects Data, Computes and Communicates Distributed Scheme Agent based Scheme Information about global states and measurements Information about only the shared state elements Kansas State University - College of Engineering Ph.D. Final Examination 22
  • 23. Example: Power Distribution Network Zeq 1 1 0 Grid Zeq 2 SG1 SL1 I1 I 0,1 I 1,2 2 SG2 SL2 I2 I2,3 ZeqN N SGN SLN IN I N-1,N Figure: N-node Radial Network. i i+1i-1i-2 i-2x i-1x ix i+1x Figure: State Venn Diagram for Radial Network. Under Determined Observation Space yi = [Pi, Qi] = hi(xi); xi = [θi−1, |Vi−1|, θi, |Vi|, θi+1, |Vi+1|] Kansas State University - College of Engineering Ph.D. Final Examination 23
  • 24. Agent based Static Estimation Local Consensus and Measurement Update xi (k+1) = xi (k) + αi(k) Hi(k)† yi − Gi(k)xi (k) Local Innovation −β(k) Pleadxi−1 (k) + Plocxi (k) + Ptrailxi+1 (k) Localized Consensus Condition of Convergence αi(k) = 1 aλmax(Gi(k))(1+k)τ1 ; a > 2, τ1 > 0 β(k) = 1 bλmax(D)(1+k)τ2 ; b > 2, τ2 > 0 D = (B ⊗ Plead) + (F ⊗ Ptrail) + (IN ⊗ Ploc); A = B + F. Kansas State University - College of Engineering Ph.D. Final Examination 24
  • 25. Key Findings (Alam’15[81]) 0 20 40 60 80 100 0 50 100 150 200 250 300 Iteration MeanINAE(%) b = 3,t 1 = 2,t 2 = 1 a = 1 a = 4 a = 16 a = 64 Figure: Effect of a 0 20 40 60 80 100 32 34 36 38 40 42 Iteration MeanINAE(%) a = 4,t 1 = 2,t 2 = 1 b = 1 b = 2 b = 3 Figure: Effect of b The convergence condition is verified. Kansas State University - College of Engineering Ph.D. Final Examination 25
  • 26. Agent based Model for Dynamical Process The State Transition Matrix xt+1 = Ftxt; Ft ∈ Rn×n State-Space Decomposition Shrink Full-Scale Observation Space Limited Observation Space State-Space Decomposition Alessio’07[66], Khan’08[60] Agent based Model Example: Ft includes an inverse of Jacobian from nonlinear model (Deshmukh’14[122]) Kansas State University - College of Engineering Ph.D. Final Examination 26
  • 27. Agent based Model for Dynamical Process Dynamics of Discrete-Time Linear Time-Invariant System xt = Fxt−1 + wt−1 xt ∈ Rn, x−1 ∼ N(µ, Σ), F ∈ Rn×n, wt ∼ N(0, Q) Limited Observation of kth Agent yt,k = Hkxt,k + vt,k; k = 1, 2, ..., N Hk ∈ Rmk×nk , mk ≤ nk and vt,k ∼ N(0, Rk) Kansas State University - College of Engineering Ph.D. Final Examination 27
  • 28. An Example 3-Agent System Agent 1 This Example xt,1 =   0 1 0 0 0 0 0 1 0 0 0 0 0 0 1   xt = T1xt; xs t,1 = 0 1 0 0 0 1 xt,1 = S1xt,1; Agent 2 → Agent 1 ← Agent 3 0 0 0 1 ˆdt,2 ˆet,2 = 0 ˆet,2 = P2,1ˆxs t,2; 1 0 0 0 0 1   ˆct,3 ˆdt,3 ˆet,3   = ˆct,3 ˆet,3 P3,1ˆxs t,3 Kansas State University - College of Engineering Ph.D. Final Examination 28
  • 29. The Binary Matrices T: State-Space Decomposition S, U, O: Extract/Restore Shared/Unshared Elements P, L: Elements for Inter-Agent Communication Set of Neighbors Sk = {i : Pi,kSixt,i projects onto Li,kSkxt,k, ∀t} Kansas State University - College of Engineering Ph.D. Final Examination 29
  • 30. Properties xt;k xt;k Sk Uk Os k Ou k xs t;k xu t;k Figure: Extracting and Restoring of Shared and Unshared Elements Lemma 6.1 TkTk = Ink Kansas State University - College of Engineering Ph.D. Final Examination 30
  • 31. State-Space Decomposition xt,k = Fkxt−1,k + wt−1,k; Fk = TkFTk MMSE Criterion State vector estimate for kth agent: ˆxi,k|j = E [xi,k|y0,k, y1,k, ..., yj,k] Error covariance matrix for kth agent: Mi,k|j = E (xi,k − ˆxi,k|j)(xi,k − ˆxi,k|j) Kansas State University - College of Engineering Ph.D. Final Examination 31
  • 32. Agent based Dynamic State Estimation Computation Phase Kalman Information Filter Communication Phase AKCF: Consensus Approach (Olfati’07[51]) ADKF: Diffusion Approach (Cattivelli’10[52]) Kansas State University - College of Engineering Ph.D. Final Examination 32
  • 33. Key Findings (Alam’14[83] 0 50 100 150 200 250 10 0 10 1 10 2 10 3 Time Index, t MSDt Agent Based Kalman Filter, System 1 ADKF AKCF (e = 1) AKCF (e = 0.1) AKCF (e = 0.01) Figure: Perfect Communication 0 50 100 150 200 250 10 -1 10 0 10 1 10 2 10 3 Time Index, t MSDt AKCF Vs ADKF for System 1, Link Failure Rate = r r = 0.1 r = 0.3667 r = 0.6333 r = 0.9 ADKF AKCF (e = 0.1) Figure: Lossy Communication AKCF is better and more robust. Kansas State University - College of Engineering Ph.D. Final Examination 33
  • 34. Addressing Question 4 Inter-sensor information exchange → Impact on stability? Effect of communication network impairments? Discrete-time Lyapunov Stability Analysis of Estimation Error Dynamics Kansas State University - College of Engineering Ph.D. Final Examination 34
  • 35. AKCF Algorithm Algorithm 3 AKCF 1: ˆx−1,k|−1 = µk, M−1,k|−1 = Σk ⊲ Initialization 2: ˆxt,k|t−1 = Fkˆxt−1,k|t−1 ⊲ Predict State 3: Mt,k|t−1 = FkMt−1,k|t−1F⊤ k + Qk ⊲ Update Error Covariance 4: Kf t,k = Mt,k|t−1H⊤ k HkMt,k|t−1H⊤ k + Rk −1 ⊲ Kalman Gain 5: Mt,k|t = Ink − Kf t,kHk Mt,k|t−1 ⊲ Correct Error Covariance 6: ˆbt,k = ˆxt,k|t−1 + Kf t,k yt,k − Hk ˆxt,k|t−1 ⊲ Intermediate Correction 7: ˆxs t,k|t = Sk ˆbt,k + Wf t,k i∈Sk Pi,kSiˆxt,i|t−1 − Li,kSk ˆxt,k|t−1 ⊲ Shared Element Correction through Inter-Agent Information Exchange 8: ˆxt,k|t = Os kˆxs t,k|t + Ou kUk ˆbt,k ⊲ Combining the Shared and Unshared Parts Kansas State University - College of Engineering Ph.D. Final Examination 35
  • 36. Stability Analysis Stability Governing Homogeneous Equation ηt,k = Ct,kηt−1,k + Os kWf t,kzt−1,k; zt−1,k = i∈Sk Pi,kSiFiηt−1,i − Li,kSkFkηt−1,k Lyapunov Energy Function Vk(t) = ηt,kM−1 t,k|tηt,k For asymptotic stability, N k=1 {Vk(t) − Vk(t − 1)} < 0 Kansas State University - College of Engineering Ph.D. Final Examination 36
  • 37. Stability Analysis Lemma 7.1 Given, G 0, L 0 and ∈ R, Real Line Scenario 1: Real Line Scenario 2: Real Line Scenario 3: Kansas State University - College of Engineering Ph.D. Final Examination 37
  • 38. Lemma 7.1 G − 2L 0 is guaranteed, if, Scenario 1: | | < gmin lmax Scenario 2: | | < gmax lmax Scenario 3: | | < gmax lmin Kansas State University - College of Engineering Ph.D. Final Examination 38
  • 39. Key Findings 1 (Alam’15[84]) Theorem 7.1 Sufficient conditions for global asymptotic stability, Wf t,k = (Os k)† Mt,k|t−1 F−1 k Os k; ∀k, ∀t; and, Scenario 1: | | < mink λmin(Gt,k)/λmax AF DtAF Scenario 2: | | < maxk λmax(Gt,k)/λmax AF DtAF Scenario 3: | | < maxk λmax(Gt,k)/λmin AF DtAF Kansas State University - College of Engineering Ph.D. Final Examination 39
  • 40. Stability under Lossy Communication Step 7 of AKCF Algorithm ˆxs t,k|t = Sk ˆbt,k + Wf t,k i∈Sk ζi,k(t) Pi,kSiˆxt,i|t−1 − Li,kSk ˆxt,k|t−1 Stochastic Error Dynamics ηt,k = Ct,kηt−1,k + Os kWf t,kzt−1,k Corollary 7.1 E G − 2L 0 if, Scenario 1: | | < E [λmin(G)]/E [λmax(L)] Scenario 2: | | < λmax (E [G])/E [λmax(L)] Scenario 3: | | < λmax (E [G])/λmin (E [L]) Kansas State University - College of Engineering Ph.D. Final Examination 40
  • 41. Key Findings 2 (Alam’15[84]) Corollary 7.2 If E [ζi,k(t)] = 1 − ρ, ∀i, k, t, then sufficient conditions for global asymptotic stability, Wf t,k = (Os k)† Mt,k|t−1 F−1 k Os k; ∀k, ∀t; and, Scenario 1: | | < mink λmin(Gt,k) E λmax AF t DtAF t Scenario 2: | | < maxk λmax(Gt,k) E λmax AF t DtAF t Scenario 3: | |(1 − ρ) < maxk λmax(Gt,k) λmin(AF DtAF ) Kansas State University - College of Engineering Ph.D. Final Examination 41
  • 42. Simulation of a 2-Agent System System follows Scenario 2 of Lemma 7.1 Steady State Bounds ρ | | Upper bound Perfect Network 0 0.3849 Lossy Network 0.2 0.4103 0.4 0.4410 0.6 0.4791 0.8 0.5279 Kansas State University - College of Engineering Ph.D. Final Examination 42
  • 43. Stability of the 2-Agent System 0 10 20 30 10 0 10 1 10 2 10 3 10 4 10 5 10 6 Time Index, t TMSDt SYS in Perfect Network ( = 0) = 0.20 = 0.50 0 20 40 60 10 0 10 1 10 2 10 3 10 4 10 5 10 6 10 7 SYS in Lossy Network ( = 0.6) Time Index, t TMSDt = 0.40 = 0.80 Figure: AKCF Stability in Perfect and Lossy Network System becomes unstable when the bounds are violated. Kansas State University - College of Engineering Ph.D. Final Examination 43
  • 44. Addressing Question 5 Autonomous sensor behavior → Impact on stability? 1 Deterministic 2 Mutual 3 Independent Kansas State University - College of Engineering Ph.D. Final Examination 44
  • 45. Generalized AKCF Algorithm Algorithm 4 Generalized AKCF 1: ˆx−1,k|−1 = µk, M−1,k|−1 = Σk ⊲ Initialization 2: ˆxt,k|t−1 = Fk ˆxt−1,k|t−1 ⊲ Predict State 3: Mt,k|t−1 = FkMt−1,k|t−1F⊤ k + Qk ⊲ Update Error Covariance 4: Kf t,k = Mt,k|t−1H⊤ k HkMt,k|t−1H⊤ k + Rk −1 ⊲ Kalman Gain 5: Mt,k|t = Ink − φk(t)Kf t,kHk Mt,k|t−1 ⊲ Correct Error Covariance if φk(t) = 1 6: ˆbt,k = ˆxt,k|t−1 + φk(t)Kf t,k yt,k − Hk ˆxt,k|t−1 ⊲ Intermediate Correction if φk(t) = 1 7: ˆxs t,k|t = Sk ˆbt,k + γk(t)Wf t,k i∈Sk Pi,kSiˆxt,i|t−1 − Li,kSk ˆxt,k|t−1 ⊲ Shared Element Correction through Inter-Agent Information Exchange if γk(t) = 1 8: ˆxt,k|t = Os k ˆxs t,k|t + Ou kUk ˆbt,k ⊲ Combining the Shared and Unshared Parts E[φk(t)] = m/N, E[γk(t)] = r/N Kansas State University - College of Engineering Ph.D. Final Examination 45
  • 46. 3 Cases of Agent Behavior Case 1: m = N and r = N Case 2: m + r = N Case 3: 0 ≤ m + r ≤ 2N Corollary 7.1 E G − 2L 0 if, Scenario 1: | | < E [λmin(G)]/E [λmax(L)] Scenario 2: | | < λmax (E [G])/E [λmax(L)] Scenario 3: | | < λmax (E [G])/λmin (E [L]) Kansas State University - College of Engineering Ph.D. Final Examination 46
  • 47. Key Findings (Alam’15[85]) Theorem 8.1 Sufficient condition for global asymptotic stability, Wf t,k = (Os k)† Mt,k|t−1 F−1 k Os k; ∀k, ∀t; and, Scenario 1: | | < E[λmin(Gt)] E[λmax(AF DtAF )] Scenario 2: | | < maxk λmax(Jt,k) E[λmax(AF DtAF )] Scenario 3 (Case 2): | | < N N−m maxk λmax(Jt,k) λmin(AF BtAF ) Scenario 3 (Case 3): | | < N r maxk λmax(Jt,k) λmin(AF LtAF ) Kansas State University - College of Engineering Ph.D. Final Examination 47
  • 48. Simulation of 10-Agent System 0 2 4 6 8 10 0 0.05 0.1 0.15 0.2 m ||UpperBound,* Case 2, Scenario 1 Figure: Upper Bound (Case 2, Scenario 1 1 3 5 7 9 0.4 0.5 0.6 0.7 0.8 r ||UpperBound,* Case 3, m = 5, Secnario 2 Figure: Upper Bound for Case 3, Scenario 2 Kansas State University - College of Engineering Ph.D. Final Examination 48
  • 49. Stability of the 10-Agent System 0 50 100 10 0 10 10 10 20 10 30 10 40 10 50 Time Index, t TMSDt Case 2, m = 3, Scenario 1 =0.03 =0.3 * = 0.0562 0 20 40 60 80 100 120 10 0 10 10 10 20 10 30 10 40 10 50 Time Index, t TMSDt Case 3, m = 5, r = 9, Scenario 2 =0.1 =0.5 * = 0.3309 System becomes unstable when the conditions are violated. Kansas State University - College of Engineering Ph.D. Final Examination 49
  • 50. Addressing Question 6 Distributed control scheme with similar design scenarios? Investigate Closed Loop Stability Kansas State University - College of Engineering Ph.D. Final Examination 50
  • 51. Model Predictive Control (MPC) Cost Function Given, J(Ut) = E t+tf −1 τ=t (xτ Xxτ + uτ Uuτ ) + xt+tf Xxt+tf and Ut = {ut, · · · , ut+tf −1} Optimization Problem {u∗ t , · · · , u∗ t+tf −1} = arg min J(Ut) subject to xt+1 = Fxt + Gut + wt Solve through dynamic programming and pick u∗ t . Kansas State University - College of Engineering Ph.D. Final Examination 51
  • 52. Agent based MPC System Decomposition Fk = TkFTk ; Gk = TkG; Xk = TkXTk Algorithm 5 State Feedback Gain 1: τ = t+tf : −1 : t+1 ⊲ Define Time Horizon 2: Υτ,k = Xk ⊲ Initialization 3: Kc τ−1,k = − U+G⊤ k Υτ,kGk −1 G⊤ k Υτ,kFk; ⊲ Control Gain 4: Υτ−1,k = F⊤ k Υτ,k(Fk +GkKc τ−1,k)+Xk ⊲ Update Kansas State University - College of Engineering Ph.D. Final Examination 52
  • 53. AMPC Algorithm Algorithm 6 AMPC 1: ˆx0,k|0 = µk,M0,k|0 = Σk ⊲ Initialization 2: ˆxt,k|t−1 = Fkˆxt−1,k|t−1 + Gkut−1,k ⊲ Prediction 3: Mt,k|t−1 = FkMt−1,k|t−1F⊤ k + Qk ⊲ Predict Error Covariance 4: Kf t,k = Mt,k|t−1H⊤ k HkMt,k|t−1H⊤ k + Rk −1 ⊲ Kalman Gain 5: Mt,k|t = Ink − φk(t)Kf t,kHk Mt,k|t−1 ⊲ Correct Error Covariance if φk(t) = 1 6: ˆbt,k = ˆxt,k|t−1 + φk(t)Kf t,k yt,k − Hkˆxt,k|t−1 ⊲ Intermediate Correction if φk(t) = 1 7: ˆxs t,k|t = Sk ˆbt,k + γk(t)Wf t,k i∈Sk Pi,kSiˆxt,i|t−1 − Li,kSkˆxt,k|t−1 ⊲ Shared Element Correction through Inter-Agent Information Exchange if γk(t) = 1 8: ˆxt,k|t = Os kˆxs t,k|t + Ou kUk ˆbt,k ⊲ Combining the Shared and Unshared Parts 9: ut,k = Kc t,kˆxt,k|t + Wc t,k i∈Sk Kc t,iˆxt,i|t − Kc t,kˆxt,k|t ⊲ Consensus in Control 10: ut = arg minut,k,k=1,···,N u⊤ t,kUut,k ⊲ Desired Control for Global System Kansas State University - College of Engineering Ph.D. Final Examination 53
  • 54. Stability Analysis Closed Loop Homogeneous Equation xt+1,k = (Fk + GkKc t,k)xt,k + GkWc t,kξt,k; ξt,k = i∈Sk (Kc t,ixt,i − Kc t,kxt,k) Lyapunov Function Vk(t) = xt,kΥt,kxt,k Kansas State University - College of Engineering Ph.D. Final Examination 54
  • 55. Key Findings 1 (Alam’15[86]) Theorem 9.1 Sufficient condition for global asymptotic stability,Wc t,k = νG† kΥ−1 t+1,k Fk + (Kc t,k) Gk −1 (Kc t,k) ; ∀k, ∀t; and the sufficient conditions on the level of consensus to guarantee stability are, Scenario 1: |ν| < mink λmin(Bt,k)/λmax Kt CtKt Scenario 2: |ν| < maxk λmax(Bt,k)/λmax Kt CtKt Scenario 3: |ν| < maxk λmax(Bt,k)/λmin Kt CtKt Kansas State University - College of Engineering Ph.D. Final Examination 55
  • 56. Impact of Lossy Communication Network Step 9 of AMPC Algorithm ut,k = Kc t,k ˆxt,k|t + Wc t,k i∈Sk ζi,k(t) Kc t,iˆxt,i|t − Kc t,k ˆxt,k|t Closed Loop Dynamics xt+1,k = (Fk + GkKc t,k)xt,k + GkWc t,kξt,k ; ξt,k = i∈Sk ζi,k(t)(Kc t,ixt,i − Kc t,kxt,k) Kansas State University - College of Engineering Ph.D. Final Examination 56
  • 57. Key Findings 2 (Alam’15[86]) Corollary 9.1 If E [ζi,k(t)] = 1 − ρ, ∀i, k, t, then sufficient conditions for global asymptotic stability, Wc t,k = νG† kΥ−1 t+1,k Fk + (Kc t,k) Gk −1 (Kc t,k) ; ∀k, ∀t; and, Scenario 1: |ν| < mink λmin(Bt,k)/E λmax Kt CtKt Scenario 2: |ν| < maxk λmax(Bt,k)/E λmax Kt CtKt Scenario 3: |ν|(1 − ρ) < maxk λmax(Bt,k)/λmin Kt CtKt Kansas State University - College of Engineering Ph.D. Final Examination 57
  • 58. Simulation of 10-Agent System Estimation: Case 2 and Scenario 1 Control: Scenario 2 of Lemma 7.1 Steady State Bounds for AMPC ρ |ν| Upper bound Perfect Network 0 0.02 Lossy Network 0.2 0.0224 0.4 0.0263 0.6 0.0332 0.8 0.049 Kansas State University - College of Engineering Ph.D. Final Examination 58
  • 59. Closed Loop Stability of the 10-Agent System 0 10 20 30 10 2 10 4 10 6 10 8 10 10 10 12 10 14 Time Index, t Jt AMPC, Perfect Network, r = 0 n = 0.015 n = 0.05 Figure: AMPC in Perfect Network 0 10 20 30 40 50 60 10 2 10 4 10 6 10 8 10 10 Time Index, t Jt AMPC in Lossy Network, r = 0.4 n = 0.02 n = 0.06 Figure: AMPC in Lossy Network Control becomes unstable when the conditions are violated. Kansas State University - College of Engineering Ph.D. Final Examination 59
  • 60. Summary of Contributions and Future Works Kansas State University - College of Engineering Ph.D. Final Examination 60
  • 61. Conclusions 1 Spatial, temporal and spatio-temporal compressed sensing 2 Centralized state estimation from compressed measurements 3 Agent based modeling from partial observations State-space decomposition No sharing of measurement information Localized consensus 4 Agent based static state estimation Convergence condition for radial topology 5 Agent based dynamic state estimation Consensus is better Effect of inter-agent communication impairments 3 cases of agent behavior 3 scenarios of estimation error stability 6 Agent based control Model predictive control 3 scenarios of closed loop stability Effect of inter-agent communication impairments Kansas State University - College of Engineering Ph.D. Final Examination 61
  • 62. Future Research Directions Topology changes, noise and bad data Application to nonlinear systems Correlated link failure and packet delay Random switching topologies Faulty and malicious agent detection Analysis for multi-layer holonic structure Kansas State University - College of Engineering Ph.D. Final Examination 62
  • 63. Published Articles I [79]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa, “Impact of Correlated Distributed Generation on Information Aggregation in Smart Grid”, In Proceedings of 5th Annual Green Technologies Conference (IEEE GreenTech), April 3-5, 2013, Denver, Colorado, USA. [80]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa, “Distribution Grid State Estimation from Compressed Measurements”, IEEE Transactions on Smart Grid, vol. 5, no. 4, pp. 1631-1642, 2014. [81]: S M Shafiul Alam, Bala Natarajan, Anil Pahwa, and Sergio Curto, “Agent based State Estimation in Smart Distribution Grid”, IEEE Latin America Transactions, vol. 13, no. 2, pp. 496-502, 2015 . Kansas State University - College of Engineering Ph.D. Final Examination 63
  • 64. Published Articles II [82]: Anil Pahwa, Scott A. DeLoach, Bala Natarajan, Sanjoy Das, Ahmad R. Malekpour, S M Shafiul Alam, and Denise M. Case,“Goal-Based Holonic Multi-Agent System for Operation of Power Distribution System”, IEEE Transactions on Smart Grid (Special Issue on Cyber-Physical Systems and Security for Smart Grid), vol. 6, no. 5, pp. 2510-2518, 2015. [83]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa, “Distributed Agent Based Dynamic State Estimation over a Lossy Network”, In Proceedings of 5th Int. Workshop on Networks of Cooperating Objects for Smart Cities (UBICITEC), April 14-17,2014, Berlin, Germany. [84]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa, “Agent based Optimally Weighted Kalman Consensus Filter over a Lossy Network”, In Proceedings of 2015 IEEE Conference on Global Communications (IEEE GLOBECOM), (Accepted), December 6-10,2015, San Diego, CA, USA. Kansas State University - College of Engineering Ph.D. Final Examination 64
  • 65. Under Review [85]: S M Shafiul Alam, Bala Natarajan, and Anil Pahwa, “On the Stability of Agent based Kalman Filters with Measurement and/or Consensus”, IEEE Transactions on Control of Network Systems(Under review), 2015. [86]: S M Shafiul Alam, and Bala Natarajan, “Stability of Agent based Distributed Model Predictive Control over a Lossy Network”, IEEE Transactions on Signal and Information Processing over Networks (2nd round review), 2015. Kansas State University - College of Engineering Ph.D. Final Examination 65
  • 66. Committee Members My deepest gratitude for your time and advice. Dr. Bala Natarajan Dr. Anil Pahwa Dr. Shelli Starrett Dr. Nathan Albin Dr. Andrew Ivanov Kansas State University - College of Engineering Ph.D. Final Examination 66
  • 67. Thank You! Questions? Kansas State University - College of Engineering Ph.D. Final Examination 67
  • 68. Back-Up Slides Kansas State University - College of Engineering Ph.D. Final Examination 68
  • 69. 1D Compressed Sensing Example 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5 0 10 20 30 40 50 60 70 Normalized Angular Frequency (w/2p) Magnitude Signal is Sparse in Fourier Domain, K = 4 0 20 40 60 80 100 120 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 Time (sec.) Amplitude Original Recovered 0 20 40 60 80 100 120 -2.5 -2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5 Time (sec.) Amplitude Original Signal, N = 128 5 10 15 20 25 -4 -3 -2 -1 0 1 2 3 4 5 6 Compressed Measurement, M = 28 Sample Index Amplitude Recovery Through the Sparsest Solution Kansas State University - College of Engineering Ph.D. Final Examination 69
  • 70. 2D Compressed Sensing Example Original Image (64x64 pixels) 2D Compressed Sensing (50x50 pixels) Haar Wavelet Representation (64x64 pixels) Reconstructed Image (64x64 pixels) Sparsest Solution Kansas State University - College of Engineering Ph.D. Final Examination 70