Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
167 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
42 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Minimum energy density steering of linear systems with Gromov-Wasserstein terminal cost (2402.15942v2)

Published 25 Feb 2024 in math.OC, cs.SY, and eess.SY

Abstract: In this paper, we newly formulate and solve the optimal density control problem with Gromov-Wasserstein (GW) terminal cost in discrete-time linear Gaussian systems. Differently from the Wasserstein or Kullback-Leibler distances employed in the existing works, the GW distance quantifies the difference in shapes of the distribution, which is invariant under translation and rotation. Consequently, our formulation allows us to find small energy inputs that achieve the desired shape of the terminal distribution, which has practical applications, e.g., robotic swarms. We demonstrate that the problem can be reduced to a Difference of Convex (DC) programming, which is efficiently solvable through the DC algorithm. Through numerical experiments, we confirm that the state distribution reaches the terminal distribution that can be realized with the minimum control energy among those having the specified shape.

Definition Search Book Streamline Icon: https://streamlinehq.com
References (22)
  1. Y. Chen, T. T. Georgiou, and M. Pavon, “Optimal steering of a linear stochastic system to a final probability distribution, part I,” IEEE Transactions on Automatic Control, vol. 61, no. 5, pp. 1158–1169, 2016.
  2. B. D. O. Anderson, “The inverse problem of stationary covariance generation,” Journal of Statistical Physics, vol. 1, no. 1, pp. 133–147, 1969.
  3. A. F. Hotz and R. E. Skelton, “A covariance control theory,” in 1985 24th IEEE Conference on Decision and Control, 1985, pp. 552–557.
  4. F. Liu, G. Rapakoulias, and P. Tsiotras, “Optimal covariance steering for discrete-time linear stochastic systems,” Preprint arXiv:2211.00618, 2022.
  5. G. Rapakoulias and P. Tsiotras, “Discrete-time optimal covariance steering via semidefinite programming,” Preprint arXiv:2302.14296, 2023.
  6. K. Ito and K. Kashima, “Maximum entropy density control of discrete-time linear systems with quadratic cost,” arXiv:2309.10662, 2023.
  7. ——, “Maximum entropy optimal density control of discrete-time linear systems and Schrödinger bridges,” IEEE Transactions on Automatic Control, Early Access, 2024.
  8. A. Halder and E. D. Wendel, “Finite horizon linear quadratic Gaussian density regulator with Wasserstein terminal cost,” in 2016 American Control Conference (ACC), 2016, pp. 7249–7254.
  9. I. M. Balci and E. Bakolas, “Covariance steering of discrete-time stochastic linear systems based on Wasserstein distance terminal cost,” IEEE Control Systems Letters, vol. 5, no. 6, pp. 2000–2005, 2021.
  10. ——, “Exact SDP formulation for discrete-time covariance steering with Wasserstein terminal cost,” arXiv:2205.10740, 2022.
  11. V. Krishnan and S. Martínez, “Distributed optimal transport for the deployment of swarms,” in 2018 IEEE Conference on Decision and Control (CDC), 2018, pp. 4583–4588.
  12. D. V. Dimarogonas and K. H. Johansson, “On the stability of distance-based formation control,” in 2008 47th IEEE Conference on Decision and Control, 2008, pp. 1200–1205.
  13. F. Mémoli, “Gromov-Wasserstein distances and the metric approach to object matching,” Foundations of Computational Mathematics, vol. 11, pp. 417–487, 2011.
  14. J. Delon, A. Desolneux, and A. Salmona, “Gromov-Wasserstein distances between Gaussian distributions,” Journal of Applied Probability, vol. 59, no. 4, pp. 1178–1198, 2022.
  15. P. D. Tao and L. H. An, “Convex analysis approach to DC programming: Theory, algorithms and applications,” Acta Mathematica Vietnamica, vol. 22, no. 1, pp. 289–355, 1997.
  16. Y. Chen, T. T. Georgiou, and M. Pavon, “Optimal steering of a linear stochastic system to a final probability distribution, part II,” IEEE Transactions on Automatic Control, vol. 61, no. 5, pp. 1170–1180, 2016.
  17. R. Horst and N. V. Thoai, “DC programming: Overview,” Journal of Optimization Theory and Applications, vol. 103, pp. 1–43, 1999.
  18. A. L. Yuille and A. Rangarajan, “The concave-convex procedure (CCCP),” in Advances in Neural Information Processing Systems, vol. 14.   MIT Press, 2001.
  19. K. Anstreicher and H. Wolkowicz, “On Lagrangian relaxation of quadratic matrix constraints,” SIAM Journal on Matrix Analysis and Applications, vol. 22, no. 1, pp. 41–55, 2000.
  20. S. Diamond and S. Boyd, “CVXPY: A Python-embedded modeling language for convex optimization,” Journal of Machine Learning Research, vol. 17, no. 83, pp. 1–5, 2016.
  21. J. Solomon, G. Peyré, V. G. Kim, and S. Sra, “Entropic metric alignment for correspondence problems,” ACM Transactions on Graphics, vol. 35, no. 4, 2016.
  22. K. Ito and K. Kashima, “Entropic model predictive optimal transport over dynamical systems,” Automatica, vol. 152, p. 110980, 2023.

Summary

We haven't generated a summary for this paper yet.