arXiv subjects

Aihui Liu

Publications and source records attributed to Aihui Liu.

5 recordsLinked to original sources

arXiv2026

Local Sensitivity Analysis for Kernel-Regularized ARX Predictors in Data-Driven Predictive Control

We study local sensitivity of structured ARX-based data-driven predictive control. Although predictor estimation is linear in the ARX parameters, the lifted multi-step predictor used in MPC depends on them implicitly, which complicates both uncertainty propagation and task-aware regularization. We derive a local first-order linearization of this implicit predictor map. The resulting Jacobian yields both an approximate control-relevant prediction uncertainty term and a task-dependent sensitivity metric for shaping kernel regularization. Numerical results show that the proposed analysis is most useful in weak-excitation regimes, where baseline SS regularization already provides substantial robustness gains and the proposed sensitivity shaping yields a further smaller improvement.

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arXiv2025

Closed-Loop Consistent, Causal Data-Driven Predictive Control via SSARX

We propose a fundamental-lemma-free data-driven predictive control (DDPC) scheme for synthesizing model predictive control (MPC)-like policies directly from input-output data. Unlike the well-known DeePC approach and other DDPC methods that rely on Willems' fundamental lemma, our method avoids stacked Hankel representations and the DeePC decision variable g. Instead, we develop a closed-loop consistent, causal DDPC scheme based on the multi-step predictor Subspace-ARX (SSARX). The method first (i) estimates predictor/observer Markov parameters via a high-order ARX model to decouple the noise, then (ii) learns a multi-step past-to-future map by regression, optionally with a reduced-rank constraint. The SSARX predictor is strictly causal, which allows it to be integrated naturally into an MPC formulation. Our experimental results show that SSARX performs competitively with other methods when applied to closed-loop data affected by measurement and process noise.

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arXiv2025

The Innovation Null Space of the Kalman Predictor: A Stochastic Perspective for DeePC

Willems' fundamental lemma uses a key decision variable $g$ to combine measured input-output data and describe trajectories of a linear time-invariant system. In this paper, we ask: what is a good choice for this vector $g$ when the system is affected by noise? For a linear system with Gaussian noise, we show that there exists an optimal subspace for this decision variable $g$, which is the null space of the innovation Hankel matrix. If the decision vector lies in this null space, the resulting predictor gets closer to the Kalman predictor. To show this, we use a result that we refer to as the Kalman Filter Fundamental Lemma (KFFL), which applies Willems' lemma to the Kalman predictor. This viewpoint also explains several existing data-driven predictive control methods: regularized DeePC schemes act as soft versions of the innovation null-space constraint, instrumental-variable methods enforce it by construction, and ARX-based approaches explicitly estimate this innovation null space.

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arXiv2024

Data-Driven Modeling and Forecasting of Chaotic Dynamics on Inertial Manifolds Constructed as Spectral Submanifolds

We present a data-driven and interpretable approach for reducing the dimensionality of chaotic systems using spectral submanifolds (SSMs). Emanating from fixed points or periodic orbits, these SSMs are low-dimensional inertial manifolds containing the chaotic attractor of the underlying high-dimensional system. The reduced dynamics on the SSMs turn out to predict chaotic dynamics accurately over a few Lyapunov times and also reproduce long-term statistical features, such as the largest Lyapunov exponents and probability distributions, of the chaotic attractor. We illustrate this methodology on numerical data sets including a delay-embedded Lorenz attractor, a nine-dimensional Lorenz model, and a Duffing oscillator chain. We also demonstrate the predictive power of our approach by constructing an SSM-reduced model from unforced trajectories of a buckling beam, and then predicting its periodically forced chaotic response without using data from the forced beam.

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arXiv2023

Nonlinear Model Reduction to Fractional and Mixed-Mode Spectral Submanifolds

A primary spectral submanifold (SSM) is the unique smoothest nonlinear continuation of a nonresonant spectral subspace $E$ of a dynamical system linearized at a fixed point. Passing from the full nonlinear dynamics to the flow on an attracting primary SSM provides a mathematically precise reduction of the full system dynamics to a very low-dimensional, smooth model in polynomial form. A limitation of this model reduction approach has been, however, that the spectral subspace yielding the SSM must be spanned by eigenvectors of the same stability type. A further limitation has been that in some problems, the nonlinear behavior of interest may be far away from the smoothest nonlinear continuation of the invariant subspace $E$. Here we remove both of these limitations by constructing a significantly extended class of SSMs that also contains invariant manifolds with mixed internal stability types and of lower smoothness class arising from fractional powers in their parametrization. We show on examples how fractional and mixed-mode SSMs extend the power of data-driven SSM reduction to transitions in shear flows, dynamic buckling of beams and periodically forced nonlinear oscillatory systems. More generally, our results reveal the general function library that should be used beyond integer-powered polynomials in fitting nonlinear reduced-order models to data.

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