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Probabilistic Message Passing for Decentralized Control of Stochastic Complex Systems

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posted on 22.07.2020 by Randa Herzallah
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. 

Funding

Leverhulme Trust

History

Email Address of Submitting Author

r.herzallah@aston.ac.uk

ORCID of Submitting Author

orcid.org/0000-0001-9128-6814

Submitting Author's Institution

Aston University

Submitting Author's Country

United Kingdom

Licence

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