Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications...

79
Hierarchical Performance Analysis of Uncertain Large Scale Systems K. Laib A. Korniienko G. Scorletti F. Morel Laboratoire Ampère École Centrale de Lyon GT MOSAR, Grenoble, 6 October, 2015 K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 1 / 28

Transcript of Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications...

Page 1: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Hierarchical Performance Analysis of UncertainLarge Scale Systems

K. LaibA. Korniienko G. Scorletti F. Morel

Laboratoire AmpèreÉcole Centrale de Lyon

GT MOSAR, Grenoble, 6 October, 2015

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 1 / 28

Page 2: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

1 IntroductionMotivationProblem formulationProblem analysis

2 Proposed approachRobustness analysis and QC PropagationHierarchical approach

3 Application Example

4 Discussion

5 Conclusion and future work

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 2 / 28

Page 3: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : PLL network

Large Scale Systems (LSS) : Phase Locked Loop (PLL) network

PLL network to deliver clock signal to synchronous multi-core processors

How to guarantee synchronization ?

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 3 / 28

Page 4: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : PLL network

Large Scale Systems (LSS) : Phase Locked Loop (PLL) network

PLL network to deliver clock signal to synchronous multi-core processors

How to guarantee synchronization ?

4 3 2 1

8 7 6 5

12 11 10 9

16 15 14 13

+

-

Introduce global synchronization error

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 3 / 28

Page 5: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : PLL network

Large Scale Systems (LSS) : Phase Locked Loop (PLL) network

PLL network to deliver clock signal to synchronous multi-core processors

How to guarantee synchronization ?

4 3 2 1

8 7 6 5

12 11 10 9

16 15 14 13

+

-

Introduce global synchronization error

Synchronization specifications (performance) are guaranteed ifTrg−→eg satisfies some frequency constraints

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 3 / 28

Page 6: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Performance

Performance is expressed in frequency domain.

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frequency, rad/sec

Mag

nit

ud

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S1

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+40 dB/dec

Max peak

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 4 / 28

Page 7: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Performance

Performance is expressed in frequency domain.

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e, d

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ω0

+40 dB/dec

Max peak

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 4 / 28

Page 8: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Performance

Performance is expressed in frequency domain.

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-60

-50

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-20

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0

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frequency, rad/sec

Mag

nit

ud

e, d

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S1

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+40 dB/dec

Max peak

0 0.05 0.1 0.15 0.2 0.25-1.2

-1

-0.8

-0.6

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0.2

0.4

0.6

time, sec

ε 1(t

), u

.e.

S1

S2

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 4 / 28

Page 9: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Uncertainties

Active clock distribution network

Technological dispersions, modeling errors =⇒ uncertainties (∆)

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 5 / 28

Page 10: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Uncertainties

Active clock distribution network

Technological dispersions, modeling errors =⇒ uncertainties (∆)Uncertain subsystems

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 5 / 28

Page 11: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Uncertainties

Active clock distribution network

Technological dispersions, modeling errors =⇒ uncertainties (∆)Uncertain subsystems

Uncertain Network

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 5 / 28

Page 12: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Uncertainties

Active clock distribution network

Technological dispersions, modeling errors =⇒ uncertainties (∆)Uncertain subsystems

Uncertain Network

Robustness analysis :Perform the worst case robustness analysis for all the uncertainties ∆i

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 5 / 28

Page 13: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Performance

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frequency, rad/sec

Mag

nit

ud

e, d

B

nominal

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 6 / 28

Page 14: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Motivation

Context : Performance

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-120

-100

-80

-60

-40

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0

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frequency, rad/sec

Mag

nit

ud

e, d

B

nominal

with uncertainties

upper bound

+40 dB/dec

ω0

Max peak

Synchronization specifications (performance) are guaranteed if the upper boundsatisfies the frequency constraints

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 6 / 28

Page 15: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Problem formulation

PLL network Performance

16 PLLs mutually synchronized

4 3 2 1

8 7 6 5

12 11 10 9

16 15 14 13

+

-

Two uncertain parameters for every PLL =⇒ 32 uncertain parameters

Nowadays networks : 100 PLLs =⇒ 200 uncertain parameters=⇒ classic method is not applicable

16 PLL network to show classic method results

Objective Compute an upper bound on ‖Trg→eg‖ for all the uncertainties

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 7 / 28

Page 16: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Problem analysis

Problem analysis

Large scale robustness analysis : two aspects problem

1 Robustness analysis : IQC based analysis (input-output description)

2 Large scale : decomposition techniques from graph theory

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 8 / 28

Page 17: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Problem analysis

Problem analysis

Large scale robustness analysis : two aspects problem

1 Robustness analysis : IQC based analysis (input-output description)

2 Large scale : decomposition techniques from graph theory

Direct application of IQC based analysis =⇒ important computation time

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 8 / 28

Page 18: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Problem analysis

Problem analysis

Large scale robustness analysis : two aspects problem

1 Robustness analysis : IQC based analysis (input-output description)

2 Large scale : decomposition techniques from graph theory

Direct application of IQC based analysis =⇒ important computation time

Few methods combining the two aspects : [Andersen et al., 2014]

Complex large scale

analysis problem

Complex large scale

optimization problem

Small scale

optimization problems

Modeling Optimization

High complexity

Low complexity

Specific solver

Large scale IQC analysis

Decomposition techniques

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 8 / 28

Page 19: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Introduction Problem analysis

Problem analysis

Large scale robustness analysis : two aspects problem

1 Robustness analysis : IQC based analysis (input-output description)

2 Large scale : decomposition techniques from graph theory

Direct application of IQC based analysis =⇒ important computation time

Few methods combining the two aspects : [Andersen et al., 2014]

Complex large scale

analysis problem

Complex large scale

optimization problem

Small scale

optimization problems

Simplified small scale

analysis problems

(distributed)

Modeling Optimization

High complexity

Low complexity

Specific solver

Large scale IQC analysis

Decomposition techniques

Hierarchical techniques

Small scale IQC analysis Standard

solver

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 8 / 28

Page 20: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Integral Quadratic Constraints (IQC)

Integral Quadratic Constraints (IQC)

∫ +∞

−∞

(z(jω)w(jω)

)∗ΦP(jω)

(z(jω)w(jω)

)dω ≥ 0

Possibility to cover classical characterizations of performance

L2 gain∫ +∞

0

‖z(t)‖2 dt ≤ γ2

∫ +∞

0

‖w(t)‖2 dt⇐⇒∫ +∞

−∞

(z(jω)w(jω)

)∗ (−I 00 γ2

)(z(jω)w(jω)

)dω ≥ 0

Passivity∫ +∞

0

z(t)T w(t)dt ≥ 0⇐⇒∫ +∞

−∞

(z(jω)w(jω)

)∗ (0 II 0

)(z(jω)w(jω)

)dω ≥ 0

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 9 / 28

Page 21: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach

Linear Time Invariant Systems

z(jω) = T(jω)w(jω) and QC based analysis

Frequency domain : frequency response at ω0

Performance : compute an upper bound on the frequency response (σ(T) ≤ γ)min

γγ s.t.

(TI

)∗ (−I 00 γ2I

)(TI

)≥ 0

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e, d

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nominal

with uncertainties

upper bound

+40 dB/dec

ω0

Max peak

General performance(

TI

)∗ ( X YY∗ Z

)(TI

)≥ 0

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 10 / 28

Page 22: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : Classical interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆ =⇒ QC of T

if and only if

1)(

∆I

)∗ (Φ11 Φ12Φ∗12 Φ22

)(∆I

)≥ 0 ∀∆ ∈ ∆ =⇒ QC of ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 11 / 28

Page 23: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : Classical interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆ =⇒ QC of T

if and only if

1)(

∆I

)∗ (Φ11 Φ12Φ∗12 Φ22

)(∆I

)≥ 0 ∀∆ ∈ ∆ =⇒ QC of ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Condition 1) : infinite dimensional

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 11 / 28

Page 24: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : Classical interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆ =⇒ QC of T

if and only if

1)(

∆I

)∗ (Φ11 Φ12Φ∗12 Φ22

)(∆I

)≥ 0 ∀∆ ∈ ∆ =⇒ QC of ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Condition 1) : infinite dimensional

Parametrize Φ with Φ∆ in 1) and test 2) =⇒ Construct a ’basis’ Φ∆ for Φ

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 11 / 28

Page 25: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : Classical interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆ =⇒ QC of T

if and only if =⇒ if ( and only if )1) ∃ Φ ∈ Φ∆ =⇒ QC of ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Condition 1) : infinite dimensional

Parametrize Φ with Φ∆ in 1) and test 2) =⇒ Construct a ’basis’ Φ∆ for Φ

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 11 / 28

Page 26: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : Classical interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆ =⇒ QC of T

if and only if =⇒ if ( and only if )1) ∃ Φ ∈ Φ∆ =⇒ QC of ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Condition 1) : infinite dimensional

Parametrize Φ with Φ∆ in 1) and test 2) =⇒ Construct a ’basis’ Φ∆ for Φ=⇒ conservative (pessimist) results

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 11 / 28

Page 27: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : Classical interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆ =⇒ QC of T

if and only if =⇒ if ( and only if )1) ∃ Φ ∈ Φ∆ =⇒ QC of ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Condition 1) : infinite dimensional

Parametrize Φ with Φ∆ in 1) and test 2) =⇒ Construct a ’basis’ Φ∆ for Φ=⇒ conservative (pessimist) results

Conservatism depends on Φ∆

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 11 / 28

Page 28: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : New interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆

if ( and only if )

1) ∃ Φ ∈ Φ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 12 / 28

Page 29: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : New interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆

if ( and only if )

1) ∃ Φ ∈ Φ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Local step : find simple QC for every Ti

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 12 / 28

Page 30: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : New interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆

if ( and only if )

1) ∃ Φ ∈ Φ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Local step : find simple QC for every Ti =⇒ reduce the complexity

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 12 / 28

Page 31: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : New interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆

if ( and only if )

1) ∃ Φ ∈ Φ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Local step : find simple QC for every Ti =⇒ reduce the complexity

Ti are seen as uncertainty ∆i

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 12 / 28

Page 32: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : New interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆

if ( and only if )

1) ∃ Φ ∈ Φ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Local step : find simple QC for every Ti =⇒ reduce the complexity

Ti are seen as uncertainty ∆i

Global step : use local QC to find global QC

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 12 / 28

Page 33: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : New interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆

if ( and only if )

1) ∃ Φ ∈ Φ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Local step : find simple QC for every Ti =⇒ reduce the complexity

Ti are seen as uncertainty ∆i

Global step : use local QC to find global QC =⇒ conservative results

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 12 / 28

Page 34: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

QC for performance and uncertainty : New interpretation

Theorem (Robust Performance Theorem)

T is X, Y, Z dissipative i.e.(TI

)∗ ( X YY∗ Z

)(TI

)≥ 0 ∀ ∆ ∈ ∆

if ( and only if )

1) ∃ Φ ∈ Φ∆

2)(

MI

)∗ −Φ22 0 −Φ∗12 00 X 0 Y−Φ12 0 −Φ11 0

0 Y∗ 0 Z

(MI

)> 0

Local step : find simple QC for every Ti =⇒ reduce the complexity

Ti are seen as uncertainty ∆i

Global step : use local QC to find global QC =⇒ conservative results

=⇒ create a basis for QC of Ti (to use as Φ∆ in global step)

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 12 / 28

Page 35: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

Classical interpretation :For given X, Y and Z find Φ from basis Φ∆

New interpretation :

Find basis for X, Y and Z from given Φ ∈ Φ∆

Propagate the old basis into the new basis

=⇒ QC propagation

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 13 / 28

Page 36: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Proposed approach : Robust Performance Theorem (LTI systems)

Classical interpretation :For given X, Y and Z find Φ from basis Φ∆

New interpretation :

Find basis for X, Y and Z from given Φ ∈ Φ∆

Propagate the old basis into the new basis

=⇒ QC propagation

Difficulties

Size : not too big/small

Quality : describes the best the uncertain system

Efficient computation : convex

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 13 / 28

Page 37: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : QC classes

Some classes of QC with geometric interpretationsdisc [Dinh et al., 2013]band [Dinh et al., 2014]cone [Laib et al., 2015]

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Formulate as convex optimization (no graphical computation)

Some physical interests : gain, phase, . . .

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 14 / 28

Page 38: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : QC classes

Some classes of QC with geometric interpretationsdisc [Dinh et al., 2013]band [Dinh et al., 2014]cone [Laib et al., 2015]

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Formulate as convex optimization (no graphical computation)

Some physical interests : gain, phase, . . .

Cone : Phase uncertainty information

The phase notion for Single-Input Single-Output (SISO) systems is well defined

For Multi-Input Multi-Output (MIMO) systems ? ?

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 14 / 28

Page 39: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : QC classes

Some classes of QC with geometric interpretationsdisc [Dinh et al., 2013]band [Dinh et al., 2014]cone [Laib et al., 2015]

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Real(w*z)0.98 0.99 1 1.01 1.02 1.03

Imag

inar

y (w

*z)

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

Formulate as convex optimization (no graphical computation)

Some physical interests : gain, phase, . . .

Cone : Phase uncertainty information

The phase notion for Single-Input Single-Output (SISO) systems is well defined

For Multi-Input Multi-Output (MIMO) systems ? ?=⇒ Numerical range

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 14 / 28

Page 40: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : Numerical Range

For a given a frequency response Γ of a system T

The numerical range N (Γ)

N (Γ) = w∗z | z = Γw,w ∈ Cnw and ‖w‖ = 1

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 15 / 28

Page 41: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : Numerical Range

For a given a frequency response Γ of a system T

The numerical range N (Γ)

N (Γ) = w∗z | z = Γw,w ∈ Cnw and ‖w‖ = 1

Certain numerical range

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 15 / 28

Page 42: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : Numerical Range

For a given a frequency response Γ of a system T

The numerical range N (Γ)

N (Γ) = w∗z | z = Γw,w ∈ Cnw and ‖w‖ = 1

Certain numerical range Uncertain numerical range

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 15 / 28

Page 43: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : Cone QC [Laib et al., 2015]

Theorem

Given the frequency responseof an uncertain system T

Finding the smallest α :

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 16 / 28

Page 44: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : Cone QC [Laib et al., 2015]

Theorem

Given the frequency responseof an uncertain system T

Finding the smallest α :

Quasiconvex optimisation problem

LMI constraints

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 16 / 28

Page 45: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Robustness analysis and QC Propagation

Robustness Analysis : Cone QC [Laib et al., 2015]

Theorem

Given T = ∆ ?M, let λ = cotα

2

minλ,Ω

D1, G1, D1, G1

D2, G2, D2, G2

λ

s.t :

λ

(D1 0

0 D2

)+

(D1 0

0 −D2

)> 0

λ

(M 0I 00 M0 I

)∗ (B1 00 B2

)(M 0I 00 M0 I

)+

(M 0I 00 M0 I

)∗ (A1 00 A2

)(M 0I 00 M0 I

)> 0(

D1 0

0 D2

)> 0 and

(M 0I 00 M0 I

)∗ (B1 00 B2

)(M 0I 00 M0 I

)> 0

=⇒ Efficient tools to solve the problem

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 16 / 28

Page 46: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

T

T1

z w

Ti

TN

1

1 1

11

1

1

1

1

1 Consider hierarchical structure of the systemFind basis (QC description) for Ti with Robust Performance TheoremPropagate this basis to the global level

2 For global hierarchical level, investigate the performance with RobustPerformance Theorem

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 17 / 28

Page 47: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

T

T1

z w

Ti

TN

1

1 1

11

1

1

1

1

1 Consider hierarchical structure of the system

Find basis (QC description) for Ti with Robust Performance TheoremPropagate this basis to the global level

2 For global hierarchical level, investigate the performance with RobustPerformance Theorem

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 17 / 28

Page 48: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

T

T1

z w

Ti

TN

1

1 1

11

1

1

1

1

1 Consider hierarchical structure of the system

Find basis (QC description) for Ti with Robust Performance TheoremPropagate this basis to the global level

2 For global hierarchical level, investigate the performance with RobustPerformance Theorem

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 17 / 28

Page 49: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

T

T1

z w

Ti

TN

1

1 1

11

1

1

1

1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

1 Consider hierarchical structure of the system

Find basis (QC description) for Ti with Robust Performance TheoremPropagate this basis to the global level

2 For global hierarchical level, investigate the performance with RobustPerformance Theorem

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 17 / 28

Page 50: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

T

T1

z w

Ti

TN

1

1 1

11

1

1

1

1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

1 Consider hierarchical structure of the systemFind basis (QC description) for Ti with Robust Performance Theorem

Propagate this basis to the global level

2 For global hierarchical level, investigate the performance with RobustPerformance Theorem

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 17 / 28

Page 51: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

T

T1

z w

Ti

TN

1

1 1

11

1

1

1

1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

1 Consider hierarchical structure of the systemFind basis (QC description) for Ti with Robust Performance TheoremPropagate this basis to the global level

2 For global hierarchical level, investigate the performance with RobustPerformance Theorem

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 17 / 28

Page 52: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

∆1

z w

∆i

∆N

1

1 1

11

u1

u1

u1

u1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

1 Consider hierarchical structure of the systemFind basis (QC description) for Ti with Robust Performance TheoremPropagate this basis to the global level

2 For global hierarchical level, investigate the performance with RobustPerformance Theorem

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 17 / 28

Page 53: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

∆1

z w

∆i

∆N

1

1 1

11

u1

u1

u1

u1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

Computation time is reduced however conservatism may appear

robustness of feedbacks loops =⇒ simple set may be sufficient

combination of several simple sets =⇒ increase of the computation time

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 18 / 28

Page 54: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Proposed approach Hierarchical approach

Resume

Level 1

pq

M

∆1

z w

∆i

∆N

1

1 1

11

u1

u1

u1

u1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

Computation time is reduced however conservatism may appear

robustness of feedbacks loops =⇒ simple set may be sufficient

combination of several simple sets =⇒ increase of the computation time

=⇒ trade-off conservatism/computation time

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 18 / 28

Page 55: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Application Example

PLL network : Local Step

Characterize each PLL with QC with : disc, band and cone

Real(w*z)0.9998 0.9999 1 1.0001 1.0002 1.0003 1.0004

Imag

inar

y (w

*z)

×10-4

-2.5

-2

-1.5

-1

-0.5

0

0.5

1

1.5

2

ω = 15

Real(w*z)0.999 0.9995 1 1.0005 1.001 1.0015 1.002

Imag

inar

y (w

*z)

×10-3

-1.5

-1

-0.5

0

0.5

1

ω = 37

Real(w*z)0.99 0.995 1 1.005 1.01 1.015

Imag

inar

y (w

*z)

×10-3

-16

-14

-12

-10

-8

-6

-4

-2

0

2

4

ω = 136

Real(w*z)0.95 1 1.05

Imag

inar

y (w

*z)

-0.08

-0.07

-0.06

-0.05

-0.04

-0.03

-0.02

-0.01

0

ω = 501

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 19 / 28

Page 56: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Application Example

PLL network : Global Step

Compute an upper bound on Trg→eg for all the uncertainties

ω, rad/sec101 102 103 104

Mag

nit

ud

e, d

B

-40

-30

-20

-10

0

10

20PLL network performance analysis

Direct approach: 346.7 sec

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 20 / 28

Page 57: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Application Example

PLL network : Global Step

Compute an upper bound on Trg→eg for all the uncertainties

ω, rad/sec101 102 103 104

Mag

nit

ud

e, d

B

-40

-30

-20

-10

0

10

20PLL network performance analysis

Direct approach: 346.7 sec

Hierarchical approach disc: 16 sec

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 20 / 28

Page 58: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Application Example

PLL network : Global Step

Compute an upper bound on Trg→eg for all the uncertainties

ω, rad/sec101 102 103 104

Mag

nit

ud

e, d

B

-40

-30

-20

-10

0

10

20PLL network performance analysis

Direct approach: 346.7 sec

Hierarchical approach disc: 16 sec

Hierarchical approach disc+band: 46.4 sec

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 20 / 28

Page 59: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Application Example

PLL network : Global Step

Compute an upper bound on Trg→eg for all the uncertainties

ω, rad/sec101 102 103 104

Mag

nit

ud

e, d

B

-40

-30

-20

-10

0

10

20PLL network performance analysis

Direct approach: 346.7 sec

Hierarchical approach disc: 16 sec

Hierarchical approach disc+band: 46.4 sec

Hierarchical approach disc+cone: 43.1 sec

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 20 / 28

Page 60: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

Hierarchical approach

Level 1

pq

M

∆1

z w

∆i

∆N

1

1 1

11

u1

u1

u1

u1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 21 / 28

Page 61: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

Hierarchical approach

Level 1

pq

M

∆1

z w

∆i

∆N

1

1 1

11

u1

u1

u1

u1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

Special case : Direct approach

Level 1

pq

M

∆1

z w

∆i

∆N

1

1 1

11

u1

u1

u1

u1

sTi

uiyi

qipi

Level 2

∆i

M11

M21 M22

M12i i

ii

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 21 / 28

Page 62: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

T

T1

z w

Ti

TN

Level 1

1

1 1

11

1

1

1

1

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 63: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

T

T1

z w

Ti

TN

Level 1

1

1 1

11

1

1

1

1

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 64: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

T

T1

z w

Ti

TN

Level 1

1

1 1

11

1

1

1

1

Level 2

pq

M

T

z w

Ti

TN

2

2 2

22

2

2

2

2

T1

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 65: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

T

T1

z w

Ti

TN

Level 1

1

1 1

11

1

1

1

1

Level 2

pq

M

T

z w

Ti

TN

2

2 2

22

2

2

2

2

T1

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 66: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

T

T1

z w

Ti

TN

Level 1

1

1 1

11

1

1

1

1

Level 2

pq

M

T

z w

Ti

TN

2

2 2

22

2

2

2

2

T1s

Ti

uiyi

qipi

l

Level l

∆i

M11

M21 M22

M12i i

ii

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 67: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

T

T1

z w

Ti

TN

Level 1

1

1 1

11

1

1

1

1

Level 2

pq

M

T

z w

Ti

TN

2

2 2

22

2

2

2

2

T1s

Ti

uiyi

qipi

l

Level l

∆i

M11

M21 M22

M12i i

ii

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 68: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

T

T1

z w

Ti

TN

Level 1

1

1 1

11

1

1

1

1

Level 2

pq

Mz w2

2 2

22

∆1

∆i

∆Nu2

u2

u2

u2

sTi

uiyi

qipi

l

Level l

∆i

M11

M21 M22

M12i i

ii

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 69: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

T

T1

z w

Ti

TN

Level 1

1

1 1

11

1

1

1

1

Level 2

pq

Mz w2

2 2

22

∆1

∆i

∆Nu2

u2

u2

u2

sTi

uiyi

qipi

l

Level l

∆i

M11

M21 M22

M12i i

ii

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 70: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

Δ

Δ 1

z w

Δ

Δ N

Level 1

1

1 1

11

u1

u1

u1

u1

Level 2

pq

Mz w2

2 2

22

∆1

∆i

∆Nu2

u2

u2

u2

sTi

uiyi

qipi

l

Level l

∆i

M11

M21 M22

M12i i

ii

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 71: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

Δ

Δ 1

z w

Δ

Δ N

Level 1

1

1 1

11

u1

u1

u1

u1

Level 2

pq

Mz w2

2 2

22

∆1

∆i

∆Nu2

u2

u2

u2

sTi

uiyi

qipi

l

Level l

∆i

M11

M21 M22

M12i i

ii

Many degrees of freedom to handle the trade-off conservatism/computation time

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 72: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

General Hierarchical Approach

pq

M

Δ

Δ 1

z w

Δ

Δ N

Level 1

1

1 1

11

u1

u1

u1

u1

Level 2

pq

Mz w2

2 2

22

∆1

∆i

∆Nu2

u2

u2

u2

sTi

uiyi

qipi

l

Level l

∆i

M11

M21 M22

M12i i

ii

Many degrees of freedom to handle the trade-off conservatism/computation time

Number of levels

Number of Ti in each level

Basis for ∆i

Basis for Ti in each level

Parallel computing

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 22 / 28

Page 73: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

Robust stability

Network with N systems randomly generated [Andersen et al., 2014].

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 23 / 28

Page 74: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

Robust stability

Network with N systems randomly generated [Andersen et al., 2014].

Complex large scale

analysis problem

Complex large scale

optimization problem

Small scale

optimization problems

Modeling Optimization

High complexity

Low complexity

Specific solver

Large scale IQC analysis

Decomposition techniques

Direct method computation timeProposed method computation time

= 10 for N = 200

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 23 / 28

Page 75: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Discussion

Robust stability

Network with N systems randomly generated [Andersen et al., 2014].

Complex large scale

analysis problem

Complex large scale

optimization problem

Small scale

optimization problems

Simplified small scale

analysis problems

(distributed)

Modeling Optimization

High complexity

Low complexity

Specific solver

Large scale IQC analysis

Decomposition techniques

Hierarchical techniques

Small scale IQC analysis Standard

solver

N0 50 100 150 200

CP

U t

ime

(sec

on

ds)

10-2

10-1

100

101

102

Direct methodDistributed hierarchical method

Direct method computation timeProposed method computation time

= 113 for N = 200

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 24 / 28

Page 76: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Conclusion and future work

Conclusion

Performance analysis of uncertain large scale systems

Important computation time with direct method

Exploit hierarchical structure using basis (QC) propagation

General approach with degrees of freedom

Reduce computation time with possible conservatism

Trade-off conservatism/computation time

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 25 / 28

Page 77: Hierarchical Performance Analysis of Uncertain Large Scale ... · Synchronization specifications (performance) are guaranteed if T rg−→eg satisfies some frequency constraints

Conclusion and future work

Perspectives

Perspectives

Systematic decomposition technique using Graph Theory

Combine hierarchical method with specific solvers

Complex large scale

analysis problem

Complex large scale

optimization problem

Small scale

optimization problems

Simplified small scale

analysis problems

(distributed)

Modeling Optimization

High complexity

Low complexity

Specific solver

Large scale IQC analysis

Decomposition techniques

Hierarchical techniques

Small scale IQC analysis Standard

solver

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 26 / 28

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Conclusion and future work

Thank you for your attention

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 27 / 28

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Conclusion and future work

References

Andersen, M., Pakazad, S., Hanson, A., and Rantzer, A. (2014).

Robust stability analysis of sparsely interconnected uncertain systems.IEEE Transactions on Automatic Control, 59(8) :2151–2156.

Dinh, M., Korniienko, A., and Scorletti, G. (2013).

Embedding of uncertainty propagation : application to hierarchical performance analysis.IFAC Symposium on System, Structure and Control, 5(1) :190–195.

Dinh, M., Korniienko, A., and Scorletti, G. (2014).

Convex hierarchicalrchical analysis for the performance of uncertain large scale systems.IEEE Conference on Decision and Control, pages 5979– 5984.

Laib, K., Korniienko, A., Scorletti, G., and Morel, F. (2015).

Phase IQC for the hierarchical performance analysis of uncertain large scale systems.IEEE Conference on Decision and Control (to appear).

K. Laib et al. (ECL) Hierarchical Robustness Analysis 6 Oct 2015 28 / 28