arXiv subjects

Bart De Schutter

Publications and source records attributed to Bart De Schutter.

At least 73 records · Page 4Linked to original sources

arXiv2023

Regret Analysis of Learning-Based Linear Quadratic Gaussian Control with Additive Exploration

In this paper, we analyze the regret incurred by a computationally efficient exploration strategy, known as naive exploration, for controlling unknown partially observable systems within the Linear Quadratic Gaussian (LQG) framework. We introduce a two-phase control algorithm called LQG-NAIVE, which involves an initial phase of injecting Gaussian input signals to obtain a system model, followed by a second phase of an interplay between naive exploration and control in an episodic fashion. We show that LQG-NAIVE achieves a regret growth rate of $\tilde{\mathcal{O}}(\sqrt{T})$, i.e., $\mathcal{O}(\sqrt{T})$ up to logarithmic factors after $T$ time steps, and we validate its performance through numerical simulations. Additionally, we propose LQG-IF2E, which extends the exploration signal to a `closed-loop' setting by incorporating the Fisher Information Matrix (FIM). We provide compelling numerical evidence of the competitive performance of LQG-IF2E compared to LQG-NAIVE.

eess.SY↗

arXiv2023

PRISMA: A Novel Approach for Deriving Probabilistic Surrogate Safety Measures for Risk Evaluation

Surrogate Safety Measures (SSMs) are used to express road safety in terms of the safety risk in traffic conflicts. Typically, SSMs rely on assumptions regarding the future evolution of traffic participant trajectories to generate a measure of risk, restricting their applicability to scenarios where these assumptions are valid. In response to this limitation, we present the novel Probabilistic RISk Measure derivAtion (PRISMA) method. The objective of the PRISMA method is to derive SSMs that can be used to calculate in real time the probability of a specific event (e.g., a crash). The PRISMA method adopts a data-driven approach to predict the possible future traffic participant trajectories, thereby reducing the reliance on specific assumptions regarding these trajectories. Since the PRISMA is not bound to specific assumptions, the PRISMA method offers the ability to derive multiple SSMs for various scenarios. The occurrence probability of the specified event is based on simulations and combined with a regression model, this enables our derived SSMs to make real-time risk estimations. To illustrate the PRISMA method, an SSM is derived for risk evaluation during longitudinal traffic interactions. Since there is no known method to objectively estimate risk from first principles, i.e., there is no known risk ground truth, it is very difficult, if not impossible, to objectively compare the relative merits of two SSMs. Instead, we provide a method for benchmarking our derived SSM with respect to expected risk trends. The application of the benchmarking illustrates that the SSM matches the expected risk trends. Whereas the derived SSM shows the potential of the PRISMA method, future work involves applying the approach for other types of traffic conflicts, such as lateral traffic conflicts or interactions with vulnerable road users.

cs.RO↗

arXiv2023

Approximate Dynamic Programming for Constrained Linear Systems: A Piecewise Quadratic Approximation Approach

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its computation is sometimes prohibitive. This paper introduces an approach combining the two methodologies to overcome their individual limitations. The predictive control law for constrained linear quadratic regulation (CLQR) problems has been proven to be piecewise affine (PWA) while the value function is piecewise quadratic. We exploit these formal results from MPC to design an ADP method for CLQR problems. A novel convex and piecewise quadratic neural network with a local-global architecture is proposed to provide an accurate approximation of the value function, which is used as the cost-to-go function in the online dynamic programming problem. An efficient decomposition algorithm is developed to speed up the online computation. Rigorous stability analysis of the closed-loop system is conducted for the proposed control scheme under the condition that a good approximation of the value function is achieved. Comparative simulations are carried out to demonstrate the potential of the proposed method in terms of online computation and optimality.

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arXiv2023

Learning safety in model-based Reinforcement Learning using MPC and Gaussian Processes

We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based controller with approximate knowledge on the real system's dynamics, 2) an episodic RL algorithm tasked with adjusting the MPC parametrization in order to increase its performance, and lastly, 3) GP regressors used to estimate, directly from data, constraints on the MPC parameters capable of predicting, up to some probability, whether the parametrization is likely to yield a safe or unsafe policy. These constraints are then enforced onto the RL updates in an effort to enhance the learning method with a probabilistic safety mechanism. Compared to other recent publications combining safe RL with MPC, our method does not require further assumptions on, e.g., the prediction model in order to retain computational tractability. We illustrate the results of our method in a numerical example on the control of a quadrotor drone in a safety-critical environment.

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arXiv2022

Error-free approximation of explicit linear MPC through lattice piecewise affine expression

In this paper, the disjunctive and conjunctive lattice piecewise affine (PWA) approximations of explicit linear model predictive control (MPC) are proposed. The training data are generated uniformly in the domain of interest, consisting of the state samples and corresponding affine control laws, based on which the lattice PWA approximations are constructed. Re-sampling of data is also proposed to guarantee that the lattice PWA approximations are identical to explicit MPC control law in the unique order (UO) regions containing the sample points as interior points. Additionally, under mild assumptions, the equivalence of the two lattice PWA approximations guarantees that the approximations are error-free in the domain of interest. The algorithms for deriving statistically error-free approximation to the explicit linear MPC are proposed and the complexity of the entire procedure is analyzed, which is polynomial with respect to the number of samples. The performance of the proposed approximation strategy is tested through two simulation examples, and the result shows that with a moderate number of sample points, we can construct lattice PWA approximations that are equivalent to optimal control law of the explicit linear MPC.

eess.SY↗

arXiv2022

Finite-sample analysis of identification of switched linear systems with arbitrary or restricted switching

For the identification of switched systems with a measured switching signal, this work aims to analyze the effect of switching strategies on the estimation error. The data for identification is assumed to be collected from globally asymptotically or marginally stable switched systems under switches that are arbitrary or subject to an average dwell time constraint. Then the switched system is estimated by the least-squares (LS) estimator. To capture the effect of the parameters of the switching strategies on the LS estimation error, finite-sample error bounds are developed in this work. The obtained error bounds show that the estimation error is logarithmic of the switching parameters when there are only stable modes; however, when there are unstable modes, the estimation error bound can increase linearly as the switching parameter changes. This suggests that in the presence of unstable modes, the switching strategy should be properly designed to avoid the significant increase of the estimation error.

eess.SY↗

arXiv2022

Scenario Parameter Generation Method and Scenario Representativeness Metric for Scenario-Based Assessment of Automated Vehicles

The development of assessment methods for the performance of Automated Vehicles (AVs) is essential to enable the deployment of automated driving technologies, due to the complex operational domain of AVs. One candidate is scenario-based assessment, in which test cases are derived from real-world road traffic scenarios obtained from driving data. Because of the high variety of the possible scenarios, using only observed scenarios for the assessment is not sufficient. Therefore, methods for generating additional scenarios are necessary. Our contribution is twofold. First, we propose a method to determine the parameters that describe the scenarios to a sufficient degree without relying on strong assumptions on the parameters that characterize the scenarios. By estimating the probability density function (pdf) of these parameters, realistic parameter values can be generated. Second, we present the Scenario Representativeness (SR) metric based on the Wasserstein distance, which quantifies to what extent the scenarios with the generated parameter values are representative of real-world scenarios while covering the actual variety found in the real-world scenarios. A comparison of our proposed method with methods relying on assumptions of the scenario parametrization and pdf estimation shows that the proposed method can automatically determine the optimal scenario parametrization and pdf estimation. Furthermore, we demonstrate that our SR metric can be used to choose the (number of) parameters that best describe a scenario. The presented method is promising, because the parameterization and pdf estimation can directly be applied to already available importance sampling strategies for accelerating the evaluation of AVs.

cs.RO↗

arXiv2021

Real-World Scenario Mining for the Assessment of Automated Vehicles

Scenario-based methods for the assessment of Automated Vehicles (AVs) are widely supported by many players in the automotive field. Scenarios captured from real-world data can be used to define the scenarios for the assessment and to estimate their relevance. Therefore, different techniques are proposed for capturing scenarios from real-world data. In this paper, we propose a new method to capture scenarios from real-world data using a two-step approach. The first step consists in automatically labeling the data with tags. Second, we mine the scenarios, represented by a combination of tags, based on the labeled tags. One of the benefits of our approach is that the tags can be used to identify characteristics of a scenario that are shared among different type of scenarios. In this way, these characteristics need to be identified only once. Furthermore, the method is not specific for one type of scenario and, therefore, it can be applied to a large variety of scenarios. We provide two examples to illustrate the method. This paper is concluded with some promising future possibilities for our approach, such as automatic generation of scenarios for the assessment of automated vehicles.

cs.RO↗

arXiv2021

Constrained Sampling from a Kernel Density Estimator to Generate Scenarios for the Assessment of Automated Vehicles

The safety assessment of automated vehicles (AVs) is an important aspect of the development cycle of AVs. A scenario-based assessment approach is accepted by many players in the field as part of the complete safety assessment. A scenario is a representation of a situation on the road to which the AV needs to respond appropriately. One way to generate the required scenario-based test descriptions is to parameterize the scenarios and to draw these parameters from a probability density function (pdf). Because the shape of the pdf is unknown beforehand, assuming a functional form of the pdf and fitting the parameters to the data may lead to inaccurate fits. As an alternative, Kernel Density Estimation (KDE) is a promising candidate for estimating the underlying pdf, because it is flexible with the underlying distribution of the parameters. Drawing random samples from a pdf estimated with KDE is possible without the need of evaluating the actual pdf, which makes it suitable for drawing random samples for, e.g., Monte Carlo methods. Sampling from a KDE while the samples satisfy a linear equality constraint, however, has not been described in the literature, as far as the authors know. In this paper, we propose a method to sample from a pdf estimated using KDE, such that the samples satisfy a linear equality constraint. We also present an algorithm of our method in pseudo-code. The method can be used to generating scenarios that have, e.g., a predetermined starting speed or to generate different types of scenarios. This paper also shows that the method for sampling scenarios can be used in case a Singular Value Decomposition (SVD) is used to reduce the dimension of the parameter vectors.

cs.AI↗

arXiv2021

Scenario-based Nonlinear Model Predictive Control for Building Heating Systems

State-of-the-art Model Predictive Control (MPC) applications for building heating adopt either a deterministic controller together with a nonlinear model or a linearized model with a stochastic MPC controller. However, deterministic MPC only considers one single realization of the disturbances and its performance strongly depends on the quality of the forecast of the disturbances, which can lead to low performance. In fact, inadequate building energy management can lead to high energy costs and CO$_2$ emissions. On the other hand, a linearized model can fail to capture some dynamics and behavior of the building under control. In this article, we combine a stochastic scenario-based MPC (SBMPC) controller together with a nonlinear Modelica model that is able to provide a richer building description and to capture the dynamics of the building more accurately than linear models. The adopted SBMPC controller considers multiple realizations of the external disturbances obtained through a statistically accurate model, so as to consider different possible disturbance evolutions and to robustify the control action. To this purpose, we present a scenario generation method for building temperature control that can be applied to several exogenous perturbations, e.g.\ solar irradiance, outside temperature, and that satisfies several important stastistical properties, in contrast with simpler and less accurate methods adopted in the literature. We show the benefits of our proposed approach through several simulations in which we compare our method against the standard ones from the literature, for several combinations of a trade-off parameter between comfort and energy cost. We show how our SBMPC controller approach outperforms the standard controllers available in the literature.

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arXiv2021

A real-time distributed post-disaster restoration planning strategy for distribution networks

After disasters, distribution networks have to be restored by repair, reconfiguration, and power dispatch. During the restoration process, changes can occur in real time that deviate from the situations considered in pre-designed planning strategies. That may result in the pre-designed plan to become far from optimal or even unimplementable. This paper proposes a centralized-distributed bi-level optimization method to solve the real-time restoration planning problem. The first level determines integer variables related to routing of the crews and the status of the switches using a genetic algorithm (GA), while the second level determines the dispatch of active/reactive power by using distributed model predictive control (DMPC). A novel Aitken- DMPC solver is proposed to accelerate convergence and to make the method suitable for real-time decision making. A case study based on the IEEE 123-bus system is considered, and the acceleration performance of the proposed Aitken-DMPC solver is evaluated and compared with the standard DMPC method.

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arXiv2021

A Directed Spanning Tree Adaptive Control Framework for Time-Varying Formations

In this paper, the time-varying formation and time-varying formation tracking problems are solved for linear multi-agent systems over digraphs without the knowledge of the eigenvalues of the Laplacian matrix associated to the digraph. The solution to these problems relies on a framework that generalizes the directed spanning tree adaptive method, which was originally limited to consensus problems. Necessary and sufficient conditions for the existence of solutions to the formation problems are derived. Asymptotic convergence of the formation errors is proved via graph theory and Lyapunov analysis.

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arXiv2020

Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique, not publicly available datasets and across too short and limited to one market test samples. The proposed new methods are rarely benchmarked against well established and well performing simpler models, the accuracy metrics are sometimes inadequate and testing the significance of differences in predictive performance is seldom conducted. Consequently, it is not clear which methods perform well nor what are the best practices when forecasting electricity prices. In this paper, we tackle these issues by performing a literature survey of state-of-the-art models, comparing state-of-the-art statistical and deep learning methods across multiple years and markets, and by putting forward a set of best practices. In addition, we make available the considered datasets, forecasts of the state-of-the-art models, and a specifically designed python toolbox, so that new algorithms can be rigorously evaluated in future studies.

stat.AP↗

arXiv2020

Framework for Studying Stability of Switching Max-Plus Linear Systems

We propose a framework for studying the stability of discrete-event systems modelled as switching max-plus linear systems. In this framework, we propose a set of notions of stability for generic discrete-event systems in the max-plus algebra. Then we show the loss of equivalence of these notions for switching max-plus linear systems due to the lack of global monotonicity and the accompanying difficulty in rigorous analysis. This serves as a motivation to relax the assumption on monotonicity of the dynamics to positive invariance of max-plus cones. Then we proceed to generalise the notions of stability when the dynamics is restricted to such cones. The stability analysis approach presented in this paper serves as a first step to study the stability of a general class of switching max-plus linear systems.

eess.SY↗

arXiv2020

Distributed Bayesian: a continuous Distributed Constraint Optimization Problem solver

In this work, the novel Distributed Bayesian (D-Bay) algorithm is presented for solving multi-agent problems within the continuous Distributed Constraint Optimization Problem (DCOP) framework. This framework extends the classical DCOP framework towards utility functions with continuous domains. Traditional DCOP solvers discretize the continuous domains, which increases the problem size exponentially. D-Bay overcomes this problem by utilizing Bayesian optimization for the adaptive sampling of variables to avoid discretization entirely. We theoretically show that D-Bay converges to the global optimum of the DCOP for Lipschitz continuous utility functions. The performance of the algorithm is evaluated empirically based on the sample efficiency. The proposed algorithm is compared to a centralized approach with equidistant discretization of the continuous domains for the sensor coordination problem. We find that our algorithm generates better solutions while requiring less samples.

math.OC↗

arXiv2019

Short-term forecasting of solar irradiance without local telemetry: a generalized model using satellite data

Due to the increasing integration of solar power into the electrical grid, forecasting short-term solar irradiance has become key for many applications, e.g.~operational planning, power purchases, reserve activation, etc. In this context, as solar generators are geographically dispersed and ground measurements are not always easy to obtain, it is very important to have general models that can predict solar irradiance without the need of local data. In this paper, a model that can perform short-term forecasting of solar irradiance in any general location without the need of ground measurements is proposed. To do so, the model considers satellite-based measurements and weather-based forecasts, and employs a deep neural network structure that is able to generalize across locations; particularly, the network is trained only using a small subset of sites where ground data is available, and the model is able to generalize to a much larger number of locations where ground data does not exist. As a case study, 25 locations in The Netherlands are considered and the proposed model is compared against four local models that are individually trained for each location using ground measurements. Despite the general nature of the model, it is shown show that the proposed model is equal or better than the local models: when comparing the average performance across all the locations and prediction horizons, the proposed model obtains a 31.31% rRMSE (relative root mean square error) while the best local model achieves a 32.01% rRMSE.

stat.ML↗

arXiv2019

Integrated Intelligent and Predictive Control: A Multi-Agent Adaptive Type-2 Fuzzy Control Architecture

We propose a novel two-layer multi-agent architecture aimed at efficient real-time control of large-scale and complex-dynamics systems. The proposed architecture integrates intelligent control approaches (which have a low computation time and fit real-time applications) with model-predictive control (which takes care of the optimality requirements of control). The bottom control layer (intelligent-control module) includes several distributed intelligent-control agents, the design parameters of which are tuned by the top layer (model-predictive control module). The model-predictive control module fulfills two significant roles: looking ahead to the effects of the control decisions, and coordinating the intelligent-control agents of the lower control layer. The resulting multi-agent control system has a very low computation time, and provides adaptivity, control coordination, and aims at excellent performance. Additionally, we give a general treatment of type-2 fuzzy membership functions, and introduce two categories for them: probabilistic-fuzzy (which is a novel concept introduced in this paper) and fuzzy-fuzzy (which is a new treatment of the existing type-2 fuzzy membership functions). The performance of the proposed modeling and control approaches are assessed via a case study involving a simple urban traffic network: the results show that the novel concept of probabilistic-fuzzy membership function outperforms the type-1 and type-2 membership functions that have already been introduced in the literature. Furthermore, the proposed two-layer integrated multi-agent control architecture significantly outperforms a multi-agent decentralized fuzzy control system (without coordination among the agents), while requiring a comparable computation time.

eess.SY↗

arXiv2019

Comparison of Bounds for Optimal PMU Placement for State Estimation in Distribution Grids

The lack of measurements in distribution grids poses a severe challenge for their monitoring: since there may not be enough sensors to achieve numerical observability, load forecasts (pseudo-measurements) are typically used, and thus an accurate state estimation is not guaranteed. However, an estimation is required to control distribution grids given the increasing amount of distributed generation. Therefore, we consider the problem of optimal sensor placement to improve the state estimation accuracy in large-scale, 3-phase coupled, unbalanced distribution grids. This is a combinatorial optimization problem whose optimal solution is unpractical to obtain for large networks. We explore the properties of different metrics in the context of optimal experimental design, like convexity and modularity, to propose and compare several tight lower and upper bounds on the performance of the optimal solution. Moreover, we show how to use these bounds to choose near-optimal solutions. We test the method on two IEEE benchmark test feeders, the 123-bus and the 8500-node feeders, to show the effectiveness of the approach.

eess.SY↗