Probabilistic Message Passing for Decentralized Control of Stochastic Complex Systems

Abstract

This paper proposes a novel probabilistic framework for the design of probabilistic message passing mechanism for complex and large dynamical systems that are operating and governing under a decentralized way. The proposed framework considers the evaluation of probabilistic messages that can be passed between mutually interacting quasi-independent subsystems that will not be restricted by the assumption of homogeneity or conformability of the subsystems components. The proposed message passing scheme is based on the evaluation of the marginal density functions of the states that need to be passed from one subsystem to another. An additional contribution is the development of stochastic controllability analysis of the controlled subsystems that constitute a complex system. To facilitate the understanding and the analytical analysis of the proposed message passing mechanism and the controllability analysis, theoretical developments are demonstrated on linear stochastic Gaussian systems.

Publication DOI: https://doi.org/10.1109/ACCESS.2019.2961165
Divisions: Engineering & Applied Sciences > Mathematics
Additional Information: Publisher: IEEE. This work is licensed under a Creative Commons Attribution 4.0 License. Funding: Agency: Leverhulme Trust - Grant RPG-2017-337.
Uncontrolled Keywords: Probabilistic control,probabilistic message passing,stochastic systems
Full Text Link:
Related URLs: https://ieeexpl ... cument/8937549/ (Publisher URL)
PURE Output Type: Article
Published Date: 2019-12-20
Accepted Date: 2019-12-12
Authors: Herzallah, Randa ( 0000-0001-9128-6814)

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