Probabilistic message passing control and FPD based decentralised control for stochastic complex systems

Abstract

This paper offers a novel decentralised control strategy for a class of linear stochastic large-scale complex systems. The proposed control strategy is developed to address the main challenges in controlling complex systems such as high dimensionality, stochasticity, uncertainties, and unknown system parameters. To overcome a wide range of domain of complex systems, the proposed strategy decomposes the complex system into several subsystems and controls the system in a decentralised manner. The global control objective is achieved by individually controlling all the local subsystems and then exchanging information between subsystems about their state values. This paper mainly focuses on the probabilistic communication between subsystems, therefore the detailed process of message-passing probabilistic framework is provided. For each subsystem, the regulation problem is considered, and fully probabilistic design (FPD) is applied to take the stochastic nature of complex systems into consideration. Also, since the governing equations of the system dynamics are assumed to be unknown, linear optimisation methods are employed to estimate the parameters of the subsystems. To demonstrate the effectiveness of the proposed control framework, a numerical example is given.