Péter Érdi Center for Complex Systems Studies, Kalamazoo College, USA and Hungarian Academy of Sciences, Budapest, Hungary

Transcription

1 Springer Complexity Springer Complexity is an interdisciplinary program publishing the best research and academic-level teaching on both fundamental and applied aspects of complex systems - cutting across all traditional disciplines of the natural and life sciences, engineering, economics, medicine, neuroscience, social and computer science. Complex Systems are systems that comprise many interacting parts with the ability to generate a new quality of macroscopic collective behavior the manifestations of which are the spontaneous formation of distinctive temporal, spatial or functional structures. Models of such systems can be successfully mapped onto quite diverse real-life" situations like the climate, the coherent emission of light from lasers, chemical reaction-diffusion systems, biological cellular networks, the dynamics of stock markets and of the internet, earthquake statistics and prediction, freeway traffic, the human brain, or the formation of opinions in social systems, to name just some of the popular applications. Although their scope and methodologies overlap somewhat, one can distinguish the following main concepts and tools: self-organization, nonlinear dynamics, synergetics, turbulence, dynamical systems, catastrophes, instabilities, stochastic processes, chaos, graphs and networks, cellular automata, adaptive systems, genetic algorithms and computational intelligence. The two major book publication platforms of the Springer Complexity program are the monograph series Understanding Complex Systems" focusing on the various applications of complexity, and the Springer Series in Synergetics", which is devoted to the quantitative theoretical and methodological foundations. In addition to the books in these two core series, the program also incorporates individual titles ranging from textbooks to major reference works. Editorial and Programme Advisory Board Péter Érdi Center for Complex Systems Studies, Kalamazoo College, USA and Hungarian Academy of Sciences, Budapest, Hungary Karl Friston Institute of Cognitive Neuroscience, University College London, London, UK Hermann Haken Center of Synergetics, University of Stuttgart, Stuttgart, Germany Janusz Kacprzyk System Research, Polish Academy of Sciences, Warsaw, Poland Scott Kelso Center for Complex Systems and Brain Sciences, Florida Atlantic University, Boca Raton, USA Jürgen Kurths Potsdam Institute for Climate Impact Research (PIK), Potsdam, Germany Linda Reichl Center for Complex Quantum Systems, University of Texas, Austin, USA Peter Schuster Theoretical Chemistry and Structural Biology, University of Vienna, Vienna, Austria Frank Schweitzer System Design, ETH Zürich, Zürich, Switzerland Didier Sornette Entrepreneurial Risk, ETH Zürich, Zürich, Switzerland

2 Understanding Complex Systems Founding Editor: J.A. Scott Kelso Future scientific and technological developments in many fields will necessarily depend upon coming to grips with complex systems. Such systems are complex in both their composition - typically many different kinds of components interacting simultaneously and nonlinearly with each other and their environments on multiple levels - and in the rich diversity of behavior of which they are capable. The Springer Series in Understanding Complex Systems series (UCS) promotes new strategies and paradigms for understanding and realizing applications of complex systems research in a wide variety of fields and endeavors. UCS is explicitly transdisciplinary. It has three main goals: First, to elaborate the concepts, methods and tools of complex systems at all levels of description and in all scientific fields, especially newly emerging areas within the life, social, behavioral, economic, neuroand cognitive sciences (and derivatives thereof); second, to encourage novel applications of these ideas in various fields of engineering and computation such as robotics, nano-technology and informatics; third, to provide a single forum within which commonalities and differences in the workings of complex systems may be discerned, hence leading to deeper insight and understanding. UCS will publish monographs, lecture notes and selected edited contributions aimed at communicating new findings to a large multidisciplinary audience.

3 Alessandro Chiuso, Luigi Fortuna, Mattia Frasca, Alessandro Rizzo, Luca Schenato, and Sandro Zampieri (Eds.) Modelling, Estimation and Control of Networked Complex Systems ABC

4 Editors Alessandro Chiuso Dipartimento di Tecnica e Gestione dei Sistemi Industriali Universitá di Padova Stradella san Nicola, Vicenza Italy CHIUSO@DEI.UNIPD.IT Luigi Fortuna Dipartimento di Ingegneria Elettrica Elettronica e dei Sistemi Universitá degli Studi di Catania Viale A. Doria Catania CT Italy LFORTUNA@DIEES.UNICT.IT Mattia Frasca Dipartimento di Ingegneria Elettrica Elettronica e dei Sistemi Universitá degli Studi di Catania Viale A. Doria Catania CT Italy MFRASCA@DIEES.UNICT.IT Alessandro Rizzo Dipartimento di Elettrotecnica ed Elettronica Politecnico di Bari Via E. Orabona Bari BA Italy RIZZO@DE .POLIBA.IT Luca Schenato Dipartimento di Ingegneria dell Informazione Università di Padova Via Gradenigo, 6/b Padova Italy SCHENATO@DEI.UNIPD.IT Sandro Zampieri Dipartimento di Ingegneria dell Informazione Università di Padova Via Gradenigo, 6/b Padova Italy ZAMPI@DEI.UNIPD.IT ISBN e-isbn DOI / Understanding Complex Systems ISSN Library of Congress Control Number: Applied for c 2009 Springer-Verlag Berlin Heidelberg This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable to prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typeset & Cover Design: Scientific Publishing Services Pvt. Ltd., Chennai, India. Printed in acid-free paper springer.com

5 Preface The paradigm of complexity is pervading both science and engineering, leading to the emergence of novel approaches oriented at the development of a systemic view of the phenomena under study; the definition of powerful tools for modelling, estimation, and control; and the cross-fertilization of different disciplines and approaches. One of the most promising paradigms to cope with complexity is that of networked systems. Complex, dynamical networks are powerful tools to model, estimate, and control many interesting phenomena, like agent coordination, synchronization, social and economics events, networks of critical infrastructures, resources allocation, information processing, control over communication networks, etc. Advances in this field are highlighting approaches that are more and more often based on dynamical and time-varying networks, i.e. networks consisting of dynamical nodes with links that can change over time. Moreover, recent technological advances in wireless communication and decreasing cost and size of electronic devices are promoting the appearance of large inexpensive interconnected systems, each with computational, sensing and mobile capabilities. This is fostering the development of many engineering applications, which exploit the availability of these systems of systems to monitor and control very large-scale phenomena with fine resolution. This book aims at presenting the state-of-the art of a wide range of research activities in terms of applications and advances on theoretical issues related to networked systems. The idea arose during the annual meeting of the Italian researchers in automation engineering (SIDRA Society) held in Vicenza (Italy) from 11th to 13th of September 2008, The contributions collected in this book will allow the reader to have a broad view of research topics at the cutting-edge of complex systems engineering, information processing, and control over complex networks. The book is divided in four Parts. Part I highlights the aptitude of networked systems to model collective phenomena, such as synchronization, consensus, and formation control. Part II and III are devoted to important

6 VI Preface applications of networked system theory, in social phenomena, such as epidemic spreading and critical infrastructure networks (Part II), and in the design, management and optimization of sensor networks (Part III). Networked systems are also very important in different areas of system science, such as identification, estimation, optimization and control. These topics are dealtwithinpartiv. Bari, Catania, Padova, Vicenza, May 2009 Alessandro Chiuso Luigi Fortuna Mattia Frasca Alessandro Rizzo Luca Schenato Sandro Zampieri

7 Contents Part I: Collective Phenomena 1 Synchronization in Networks of Mobile Agents... 3 Arturo Buscarino, Luigi Fortuna, Mattia Frasca, Alessandro Rizzo 1.1 Introduction Synchronization of Time-Invariant and Time-Varying Networks TheModel SimulationResults:MetricInteractionScheme Simulation Results: Topological Interaction Scheme Conclusions References Decentralized Adaptive Control for Synchronization and Consensus of Complex Networks Pietro De Lellis, Mario di Bernardo, Francesco Garofalo 2.1 EmergingDynamicsinComplexNetworks MathematicalModeling WhyAdaptiveSynchronization? AnAdaptiveApproach LocalAdaptiveStrategies AnalyticalResults MathematicalPreliminaries MainResults NumericalValidation AdaptiveConsensus Network of N IdenticalChua scircuits RobustnessAnalysis RobustnesstoParameterMismatch Robustness to Topological Variations

8 VIII Contents 2.6 Conclusions Appendix References Dealing with Uncertainty in Consensus Protocols Dario Bauso, Laura Giarré, Raffaele Pesenti 3.1 Introduction Graph Theory Background and Consensus Problem ChallengingAspectsinConsensus ConsensuswithUBBDisturbances FinalRemarks References Formation Control over Delayed Communication Network Cristian Secchi, Cesare Fantuzzi 4.1 Introduction Background The VBAP Approach for Formation Control Port-Hamiltonian Systems and the Scattering Framework A Port-Hamiltonian Interpretation of VBAP Approach TheEffectofCommunicationDelay Simulations ConclusionsandFutureWork References Part II: Social Phenomena 5 Remarks on Epidemic Spreading in Scale-Free Networks Carlo Piccardi, Renato Casagrandi 5.1 Introduction Spread of Diseases with Nonlinear Transmission Rates SpreadofDiseaseswithVitalDynamics ConcludingRemarks References Complex Networks and Critical Infrastructures Roberto Setola, Stefano De Porcellinis 6.1 Introduction CriticalInfrastructureasComplexNetwork StructuralAnalysis FunctionalAnalysis Interdependency Interdependency Modelling

9 Contents IX 6.5 MultiInterdependencyModel Conclusions Appendix-DCPowerFlowModel Appendix-TheGARRModel References Part III: Sensor Networks 7 Distributed Maximum Likelihood Estimation over Unreliable Sensor Networks Giuseppe C. Calafiore, Fabrizio Abrate 7.1 Introduction Notation TheConsensus-BasedEstimationScheme Preliminaries Distributed Space-Time Diffusion Scheme PropertiesofLocalEstimates MeanSquareConvergenceResults MainResult NumericalExamples Example Example ConclusionsandFutureWork References Optimal Sensor Scheduling for Remote Estimation over Wireless Sensor Networks Roberto Ambrosino, Bruno Sinopoli, Kameshwar Poolla 8.1 Introduction RelatedWork Modeling of Media Access Control IEEE MAC The Unslotted CSMA-CA Algorithm of IEEE TransmissionModelofaDevice Successful Packet Reception Probability RemoteEstimationProblem Multi-sensorLossyEstimation SensorSelectionandScheduling IllustrativeExample:Monitoring ModelDefinition SensorScheduling ProtocolModelValidation Conclusion References

10 X Contents 9 Growing Fully Distributed Robust Topologies in a Sensor Network Andrea Gasparri, Sandro Meloni, Stefano Panzieri 9.1 Introduction RelatedWork TheoreticalBackground ComplexNetwork PercolationTheory TheProposedAlgorithm Optimal Degree Distribution for Random FailuresandAttacks NumericalAnalysis Conclusions References Part IV: System Science 10 Topological Properties in Identification and Modeling Techniques Giacomo Innocenti, Donatello Materassi 10.1 Introduction ProblemFormulation TheFrequencyApproach StaticModelsCase NumericalExample Conclusions References Network Abstract Linear Programming with Application to Cooperative Target Localization Giuseppe Notarstefano, Francesco Bullo 11.1 Introduction AbstractLinearProgramming AbstractFramework Randomized Sub-exponential Algorithm NetworkModels DigraphsandConnectivity Synchronous Networks and Distributed Algorithms NetworkAbstractLinearProgramming ProblemStatement DistributedAlgorithms Distributed Computation of the Intersection of Convex PolytopesforTargetLocalization

11 Contents XI 11.6 Conclusions References On the Effect of Packet Acknowledgment on the Stability and Performance of Networked Control Systems Emanuele Garone, Bruno Sinopoli, Alessandro Casavola 12.1 Introduction ProblemandFormulation EstimatorDesign OptimalControl-GeneralCase OptimalControl Rank(C)=n,R=0Case Example2-TheBatchReactor Conclusions References State Estimation in a Sensor Network under Bandwidth Constraints Giorgio Battistelli, Alessio Benavoli, Luigi Chisci 13.1 Introduction StateEstimationwithaRemoteSensor TransmissionStrategy OperationsofNodesSandF Boundedness of the State Covariance Optimal Single-Sensor Transmission Strategy ExtensiontoMulti-sensorNetworks Optimized Transmission Strategies Conclusions References Admission Control in Variable Capacity Communication Networks A. Pietrabissa, F. Delli Priscoli 14.1 Introduction MDPforLinkswithVariableCapacity Time-varyingLinkModel DTMDPModel ApproximatedDTMDP Model LPformulationsoftheMDPs ComparisonoftheTwoModels ConclusionsandFutureWork References

12 List of Contributors Fabrizio Abrate Politecnico di Torino, Corso Duca degli Abruzzi 24, Torino, Italy, Roberto Ambrosino Department of Technology, University of Naples Parthenope, Naples, Italy, Giorgio Battistelli Dipartimento di Sistemi einformatica, Università di Firenze, Firenze, Italy Dario Bauso Universitá dipalermo, viale delle Scienze, Palermo, Italy, Alessio Benavoli Istituto Dalle Molle di Studi sull Intelligenza Artificiale, 6928 Manno-Lugano, Switzerland Francesco Bullo Center for Control, Dynamical Systems and Computation, University of California at Santa Barbara, Santa Barbara, CA 93106, USA, Arturo Buscarino Scuola Superiore di Catania, Laboratorio sui Sistemi Complessi, Università degli Studi di Catania, via S. Nullo, 5/i, Catania, Italy, Giuseppe C. Calafiore Politecnico di Torino, Corso Duca degli Abruzzi 24, Torino, Italy, Renato Casagrandi Dipartimento di

13 XIV Elettronica e Informazione, Politecnico di Milano, Piazza Leonardo da Vinci 32, I Milano, Italy, casagran@elet.polimi.it Alessandro Casavola Dipartimento di Elettronica, Informatica e Sistemistica, Università degli Studi della Calabria, Via Pietro Bucci, Cubo 42-c, Rende (CS), 87036, Italy, casavola@deis.unical.it Luigi Chisci Dipartimento di Sistemi einformatica, Università di Firenze, Firenze, Italy, chisci@dsi.unifi.it Pietro De Lellis Department of Systems and Computer Engineering, University of Naples Federico II, Via Claudio 21, Napoli, Italy, pietro.delellis@unina.it Stefano De Porcellinis Complex Systems and Security Lab., Universitá CAMPUS Bio-Medico, Roma, Italy, s.deporcellinis@unicampus.it Francesco Delli Priscoli Università diroma La Sapienza, Dipartimento di Informatica e Sistemistica, via Ariosto 25, List of Contributors 00162, Roma, Italy, dellipriscoli@dis.uniroma1.it Mario di Bernardo Department of Systems and Computer Engineering, University of Naples Federico II, Via Claudio 21, Napoli, Italy, mario.dibernardo@unina.it Cesare Fantuzzi DISMI - University of Modena and Reggio Emilia, via G. Amendola 2, Morselli Building, Reggio Emilia, Italy, cesare.fantuzzi@unimore.it Luigi Fortuna Dipartimento di Ingegneria Elettrica Elettronica e dei Sistemi, Università degli Studi di Catania, viale A. Doria 6, Catania, Italy, lfortuna@diees.unict.it Mattia Frasca Dipartimento di Ingegneria Elettrica Elettronica e dei Sistemi, Università degli Studi di Catania, viale A. Doria 6, Catania, Italy, mfrasca@diees.unict.it Francesco Garofalo Department of Systems and Computer Engineering, University of Naples Federico II, Via Claudio 21,

14 List of Contributors Napoli, Italy, Emanuele Garone Dipartimento di Elettronica, Informatica e Sistemistica, Università degli Studi della Calabria, Via Pietro Bucci, Cubo 42-c, Rende (CS), 87036, Italy, egarone@deis.unical.it Andrea Gasparri University of Roma Tre, Via della Vasca Navale 79, Roma, Italy, gasparri@dia.uniroma3.it Laura Giarré Universitá dipalermo, viale delle Scienze, Palermo, Italy, giarre@unipa.it Giacomo Innocenti Università di Firenze, Dipartimento di Sistemi einformatica,via S. Marta 3, Firenze, Italy, giacomo.innocenti@gmail.com Donatello Materassi University of Minnesota, Department of Electrical and Computer Engineering, 200 Union St SE, 55455, Minneapolis (MN), mater013@umn.edu Sandro Meloni University of Roma Tre, Via della Vasca Navale 79, Roma, Italy, sandro@dia.uniroma3.it XV Giuseppe Notarstefano Department of Engineering, University of Lecce, Via per Monteroni, Lecce, Italy, giuseppe.notarstefano@unile.it Stefano Panzieri University of Roma Tre, Via della Vasca Navale 79, Roma, Italy, panzieri@uniroma3.it Raffaele Pesenti Università di Venezia Cà Foscari, Venezia, Italy, pesenti@unive.it Carlo Piccardi Dipartimento di Elettronica e Informazione, Politecnico di Milano, Piazza Leonardo da Vinci 32, I Milano, Italy, carlo.piccardi@polimi.it Antonio Pietrabissa Università diroma La Sapienza, Dipartimento di Informatica e Sistemistica, via Ariosto 25, 00162, Roma, Italy, pietrabissa@dis.uniroma1.it Kameshwar Poolla Department of Electrical Engineering and Computer Science, University of California at Berkeley, Berkeley, CA 94720, USA, poolla@eecs.berkeley.edu Alessandro Rizzo Dipartimento di Elettrotecnica

15 XVI ed Elettronica, Politecnico di Bari, Via Re David 200, Bari, Italy, Cristian Secchi DISMI - University of Modena and Reggio Emilia, via G. Amendola 2, Morselli Building, Reggio Emilia, Italy, cristian.secchi@unimore.it List of Contributors Roberto Setola Complex Systems and Security Lab., Universitá CAMPUS Bio-Medico, Roma, Italy, r.setola@unicampus.it Bruno Sinopoli Department of Electrical and Computer Engineering, Carnegie Mellon University, Pittsburgh, PA 15213, USA, brunos@ece.cmu.edu