Distributed Identification of Contracting and/or Monotone Network Dynamics
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This paper proposes methods for identification of large-scale networked systems with guarantees that the resulting model will be contracting – a strong form of nonlinear stability – and/or monotone, i.e. order relations between states are preserved. The main challenges that we address are: simultaneously searching for model parameters and a certificate of stability, and scalability to networks with hundreds or thousands of nodes. We propose a model set that admits convex constraints for stability and monotonicity, and has a separable structure that allows distributed identification via the alternating directions method of multipliers (ADMM). The performance and scalability of the approach is illustrated on a variety of linear and non-linear case studies, including a nonlinear traffic network with a 200-dimensional state space.
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