Tuesday, July 31, 2012

CSCE619-600 notes

Congestion Control
  • Fundamental
    • Design controllers for each r(n) so that R(n) converges
    • Each flow can only rely on its loal state
  • Controller model
    • Differential equation: dy(t)/dt = F(y(t), f(t), t)
    • Recurrences: y(n+1) = y(n) + F(y(n), f(n), n)
  • Stationarity
    • Continuous 
      • dx(t)/dt = F(x(t))
      • stationary point: F(x*) = 0
    • Discrete: 
      • x(n+1) = F(x(n))
      • fixed point: F(x*) = x*
    • Corollary
      • if a system does not have stationary points, it either ocscillates or diverges
  • Stability
    • Whether the system returns back to the stationary state after a small disturbance or not
    • Lyapunov stability theory
      • Lyapunov-stable 
        • stay in neighborhood
      • quasi-asymptotically stable
        • converge to stationary point
      • asympototically stable
        • both Lyapunov and quasi-asympototially stable
    • Stability-analysis
      • Solving differential equations
      • Graphical analysis
      • Lemma
        • If the system converges to a stationary point monotonically, it is asymptotically stable
        • For linear systems, local stability implies global stability
    • Comparison
      • Discrete systems are usually more strict in their requirements for stability because continuous systems make infinitely small steps and avoid drastic jumps of discrete systems

  • Linear Stability
    • Model
      • A system of N equations: dx(t)/dt = Ax(t) + b
      • A is non singular i.e. det(A) ≠ 0, there is no linear dependency between the rows.
      • y(t) = x(t) + A^-1b 
      • dy(t)/dt = Ay(t)
    • Eigenvalue and eigenvector
      • Avλvλ is eigenvalue, v is eigenvector, Mi is set of linearly independent engienvectors corresponding to λi
      • det(AλI) = 0
      • P(λ) = det(A-λI) = (λ-λ1)^m1...(λ-λk)^mk, sum(mi) = N
      • M = (M1,...,Mk) = (v1,...,vl)
      • if A has N different eigenvalues, l = N
    • Determine the stability
      • Continuous system
        • Solution: $z(n) = \sum_{i=1}^{N}{c_iv_ie^{\lambda_it}}$
        • r = max Re(λi)
      • Discrete system
        • Solution: $z(n) = \sum_{i=1}^{N}{e_iv_i\lambda_i^n}$
        • spectral radius max|λi|