In Honor of Pravin Varaiya
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Systems and Control: Foundations & Applications Series Editor Tamer Bas¸ar, University of Illinois at Urbana-Champaign Editorial Board Karl Johan Astr˚ om,¨ Lund University of Technology, Lund, Sweden Han-Fu Chen, Academia Sinica, Beijing William Helton, University of California, San Diego Alberto Isidori, University of Rome (Italy) and Washington University, St. Louis Petar V. Kokotovic,´ University of California, Santa Barbara Alexander Kurzhanski, Russian Academy of Sciences, Moscow and University of California, Berkeley H. Vincent Poor, Princeton University Mete Soner, Koc¸ University, Istanbul Advances in Control, Communication Networks, and Transportation Systems In Honor of Pravin Varaiya E. H. Abed Editor Birkhauser¨ Boston • Basel • Berlin E.H. Abed University of Maryland Institute for Systems Research and Department of Electrical and Computer Engineering College Park, MD 20742 U.S.A. Library of Congress Cataloging-in-Publication Data Advances in control, communication networks, and transportation systems: in honor of Pravin Varaiya / Eyad H. Abed, editor. p. cm. – (Systems & control) Essays in honor of Professor Pravin Varaiya; also presented at a meeting held in Berkeley, June 5-7, 2005 Includes bibliographical references. ISBN 0-8176-4385-0 (alk. paper) 1. Feedback control systems. 2. Data transmission systems. 3. Computer networks. I. Abed, Eyad H. II. Varaiya, P. P. (Pravin Pratap) III. Series. TJ217.A39 2005 629.8 3–dc22 2005048106 ISBN-10 0-8176-4385-0 e-ISBN 0-8176-4409-1 Printed on acid-free paper. ISBN-13 978-0-8176-4385-0 c 2005 Birkhauser¨ Boston All rights reserved. This work may not be translated or copied in whole or in part without the writ- ten permission of the publisher (Birkhauser¨ Boston, c/o Springer Science+Business Media Inc., 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter de- veloped is forbidden. The use in this publication of trade names, trademarks, service marks and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights. Printed in the United States of America. (TXQ/SB) 987654321 SPIN11381235 www.birkhauser.com Dedicated to Pravin Varaiya on the occasion of his 65th birthday Pravin Varaiya Contents Preface ............................................................ ix Acknowledgments .................................................. xiii Publications of Pravin Varaiya ....................................... xv List of Contributors and Speakers ....................................xxxiii Part I Hybrid Systems 1 Polytopic Approximations of Reachable Sets Applied to Linear Dynamic Games and a Class of Nonlinear Systems Inseok Hwang, Dusanˇ M. Stipanovic,´ Claire J. Tomlin .................... 3 2 On the Problem of Measurement Feedback Control: Ellipsoidal Techniques A.B. Kurzhanski................................................... 21 3 Stability of Hybrid Systems and Related Questions from Systems Biology C. Piazza, B. Mishra ............................................... 39 Part II System Theory and Design 4 Martingale Representation and All That Mark H.A. Davis .................................................. 57 5 Engineering Education: A Focus on Systems Edward A. Lee .................................................... 69 viii Contents 6 New Directions in System Design Automation Akash R. Deshpande ............................................... 79 Part III Networks 7 Causal Coding and Feedback in Gaussian Sensor Networks Michael Gastpar .................................................. 91 8 Cross-layer Design of Control over Wireless Networks Xiangheng Liu, Andrea Goldsmith ....................................111 9 Network Pricing for QoS: A ‘Regulation’ Approach Dinesh Garg, Vivek S. Borkar, D. Manjunath ...........................137 10 Achieving Fairness in a Distributed Ad-Hoc MAC Rajarshi Gupta, Jean Walrand .......................................159 11 Cooperation, Trust and Games in Wireless Networks John S. Baras, Tao Jiang ............................................183 12 A Game Theoretic View of Efficiency Loss in Resource Allocation Ramesh Johari, John N. Tsitsiklis .....................................203 13 Decentralized Resource Allocation Mechanisms in Networks: Realization and Implementation Tudor Mihai Stoenescu, Demosthenis Teneketzis .........................225 Part IV Transportation 14 Automated Highway Systems Research: The Influence of Pravin Varaiya Steven E. Shladover ...............................................267 15 The Traffic Amelioration Potential of Freeway Network Ramp Metering Control A. Kotsialos, M. Papageorgiou .......................................283 16 Transportation System Intelligence: Performance Measurement and Real-Time Traffic Estimation and Prediction in a Day-to-Day Learning Framework Hani S. Mahmassani, Xuesong Zhou ..................................305 17 Modeling, Estimation, and Control of Freeway Traffic Roberto Horowitz, Laura Munoz,˜ Xiaotian Sun ..........................329 Preface This volume was prepared in conjunction with a Symposium held in Berkeley June 5–7, 2005, as a tribute to Professor Pravin Varaiya. The contributions represent most of the lectures given at the meeting. The Symposium brought together former students, collaborators and friends from throughout the world to celebrate Pravin’s career as he approached the memorable occasion of his 65th birthday. The authors, speakers, organizers, supporters and attendees of the Symposium are very pleased to dedicate this work to Pravin, to congratulate him on his many seminal contributions, and to thank him for his leadership in the fields of systems, control and networks over the past four decades. Pravin Varaiya was born on October 29, 1940 in Bombay, India. He earned the B.E. degree in Electrical Engineering from the University of Bombay in 1960, and then began his graduate studies at the University of California, Berkeley. The early 1960s was an exciting time during which the foundations of systems and control were developed, and Berkeley contributed to this development through the research of Professors Arthur Bergen, Charles Desoer, Mac Hopkin, Eli Jury, Elijah Polak, Otto Smith, and Lotfi Zadeh. Professor Eugene Wong joined the faculty in 1963 and con- tributed to the understanding of stochastic systems. Berkeley attracted outstanding visiting faculty, including Moshe Zakai and Bill Root. The faculty trained and men- tored a strong group of graduate students, including Mike Athans, Dick Mortensen, Jack Wing, Jim Eaton, Cesare Galtieri, Barry Whalen, and Pravin Varaiya. Pravin was a Member of the Technical Staff of Bell Laboratories during 1962– 1963, following completion of his M.S. at Berkeley. He and Ruth Kosh were married on June 30, 1963, while Pravin was at Bell Labs. Through the years, Ruth would be a constant supporter of Pravin and his work. Pravin joined the faculty of the Department of Electrical Engineering and Com- puter Sciences at U.C. Berkeley upon completing his Ph.D. in 1966. From the begin- ning, his work was marked by creativity, rigor, timeliness and impact. These quali- ties alone are enough to launch an outstanding career in academia. However, Pravin demonstrated something more: an unusual breadth of interest and ability that ex- tended beyond his original research area of control and optimization to include com- munication and information theory, stochastic processes, game theory, and circuit x Preface and network theory. In each area that he entered, Pravin made important and lasting contributions. He quickly moved through the academic ranks, gaining the rank of Professor in 1970, and became well known and highly regarded in the field at an early age. His interests continued to expand, building on a solid foundation in system and control theory and mathematics. In the early 1970s, Pravin started his research in economics, focusing mainly on issues of urban economics, such as the design of rent control, urban land use, and the economics of home ownership, but also contribut- ing to general economic theory. This entry into economic research was followed by his appointment as Professor of Economics at Berkeley in 1975. His teaching and research duties would be split between electrical engineering and economics until 1992, when he decided to again focus his full attention on engineering. Later in the 1970s and into the 1980s, Pravin steadily increased his activities in the area of communications, with an emphasis on communication networks, and si- multaneously began a research effort in the field of electric power systems, focusing on dynamics and control of nonlinear power system models. Under his direction, teams of research students and visitors made important contributions to the under- standing of many important issues in these areas. In the 1980s he also began research efforts in discrete event systems and hybrid systems, as well as in pricing issues both for communication network services and for electric power. In the late 1980s he became involved in what was to become a major commitment with the Institute of Transportation Studies at Berkeley and the California PATH Program (Partners for Advanced Transit and Highways), a multi-university research program dedicated to the solution