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Constantino Lagoa

Publications and source records attributed to Constantino Lagoa.

At least 19 recordsLinked to original sources

Learning Linear Temporal Specifications from Demonstrations with Uncertainty

Learning temporal logic specifications from system demonstrations is essential for tasks such as formal verification and controller synthesis, especially in safety-critical domains. Existing approaches typically assume demonstrations are correct or only affected by misclassification errors. In practice, however, system traces are often uncertain or incomplete due to sensor faults, measurement errors, or data loss. We present a framework for learning minimal Linear Temporal Logic (LTL) formulas from demonstrations with uncertainty. Our approach models uncertainty via Hamming distance to generate possible estimates around each observed trace, which are grouped with constraints requiring that at least one trace per group is consistent with the learned formula. Our problem is then reduced to an equivalent Pseudo-Boolean Optimization. We evaluate our method against state-of-the-art LTL learning approaches and show that it recovers specifications that more closely align with ground-truth formulas under uncertainty.

cs.AI

Decision-Scaled Scenario Approach for Rare Chance-Constrained Optimization

Chance-constrained optimization is a suitable modeling framework for safety-critical applications where violating constraints is nearly unacceptable. The scenario approach is a popular solution method for these problems, due to its straightforward implementation and ability to preserve problem structure. However, in the rare-event regime where constraint violations must be kept extremely unlikely, the scenario approach becomes computationally infeasible due to the excessively large sample sizes it demands. We address this limitation with a new yet straightforward decision-scaling method that relies exclusively on original data samples and a single scalar hyperparameter that scales the constraints in a way amenable to standard solvers. Our method leverages large deviation principles under mild nonparametric assumptions satisfied by commonly used distribution families in practice. For a broad class of problems satisfying certain practically verifiable structural assumptions, the method achieves a polynomial reduction in sample size requirements compared to the classical scenario approach, while also guaranteeing asymptotic feasibility in the rare-event regime. Numerical experiments spanning finance and engineering applications show that our decision-scaling method significantly expands the scope of problems that can be solved both efficiently and reliably.

math.OC

Identification of contractive Lur'e-type systems via kernel-based Lipschitz design

This paper addresses the problem of identifying contractive Lur'e-type systems. Specifically, it proposes an identification framework that integrates linear prior knowledge with a kernel representation of the nonlinear feedback while systematically enforcing contractivity via Lipschitz constant design. The resulting algorithms provide models that are accurate in prediction, interpretable, and faithful to the contractive nature of the true system. Numerical experiments demonstrate that enforcing contractivity significantly improves parameter estimation and yields models that are both accurate and physically meaningful.

eess.SY

Robust Data-Driven Receding Horizon Control

This paper presents a data-driven receding horizon control framework for discrete-time linear systems that guarantees robust performance in the presence of bounded disturbances. Unlike the majority of existing data-driven predictive control methods, which rely on Willem's fundamental lemma, the proposed method enforces set-membership constraints for data-driven control and utilizes execution data to iteratively refine a set of compatible systems online. Numerical results demonstrate that the proposed receding horizon framework achieves better contractivity for the unknown system compared with regular data-driven control approaches.

math.OC

A kernel-based approach to physics-informed nonlinear system identification

This paper presents a kernel-based framework for physics-informed nonlinear system identification. The key contribution is a structured methodology that extends kernel-based techniques to seamlessly embed partially known physics-based models, improving parameter estimation and overall model accuracy. The proposed method enhances traditional modeling approaches by embedding a parametric model, which provides physical interpretability, with a kernel-based function, which accounts for unmodeled dynamics. The two models' components are identified from the data simultaneously, thereby minimizing a suitable cost that balances the relative importance of the physical and the black-box parts of the model. Additionally, nonlinear state smoothing is employed to address scenarios involving state-space models with not fully measurable states. Numerical simulations on an experimental benchmark system demonstrate the effectiveness of the proposed approach, achieving up to 51% reduction in simulation root mean square error compared to physics-only models and 31% performance improvement over state-of-the-art identification techniques.

eess.SY

Recovering nonlinear dynamics from non-uniform observations: A physics-based identification approach with practical case studies

Uniform and smooth data collection is often infeasible in real-world scenarios. In this paper, we propose an identification framework to effectively handle the so-called non-uniform observations, i.e., data scenarios that include missing measurements, multiple runs, or aggregated observations. The goal is to provide a general approach for accurately recovering the overall dynamics of possibly nonlinear systems, allowing the capture of the system behavior over time from non-uniform observations. The proposed approach exploits prior knowledge by integrating domain-specific, interpretable, physical principles with black-box approximators, proving significant flexibility and adaptability in handling different types of non-uniform measurements, and addressing the limitations of traditional linear and black-box methods. The description of this novel framework is supported by a theoretical study on the effect of non-uniform observations on the accuracy of parameter estimation. Specifically, we demonstrate the existence of upper bounds on the parametric error resulting from missing measurements and aggregated observations. Then, the effectiveness of the approach is demonstrated through two case studies. These include a practical application with missing samples, i.e., the identification of a continuous stirred-tank reactor using real data, and a simulated Lotka-Volterra system under aggregated observations. The results highlight the ability of the framework to robustly estimate the system parameters and to accurately reconstruct the model dynamics despite the availability of non-uniform measurements.

eess.SY

Robust Adaptive Supplementary Control for Damping Weak-Grid SSOs Involving IBRs

Subsynchronous oscillations (SSOs) involving grid-following converters (GFLCs) connected to weak grids are a relatively new phenomena observed in modern power systems. SSOs are further exacerbated when grids become weaker because lines are disconnected due to maintenance or following faults. Such undesirable oscillations have also led to curtailment of inverter-based resource (IBR) outputs. In contrast to most literature addressing the issue by retuning/redesigning of standard IBR controllers, we propose a robust adaptive supplementary control for damping of such SSOs while keeping standard controls unaltered. As a result, uncertainty in system conditions can be handled without negatively impacting the nominal IBR performance. To that end, the adaptive control law is derived for a GFLC connected to the grid, where the grid is modeled by the Thevenin's equivalent representation with uncertainty and disturbances. The theoretical result provides dissipativity certificate for the closed-loop error dynamics with sufficient conditions for stability. The effectiveness of the developed controller is validated with several case studies conducted on a single-GFLC-infinite-bus test system, the IEEE $2$-area test system, wherein some of the synchronous generators are replaced by GFLCs, and a modified IEEE $5$-area test system with two GFLCs. The findings demonstrate that under very weak grid conditions, the proposed robust adaptive control performs well in stabilizing SSO modes, which a classical state-feedback control method fails to address.

math.OC

Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling

The scenario approach is widely used in robust control system design and chance-constrained optimization, maintaining convexity without requiring assumptions about the probability distribution of uncertain parameters. However, the approach can demand large sample sizes, making it intractable for safety-critical applications that require very low levels of constraint violation. To address this challenge, we propose a novel yet simple constraint scaling method, inspired by large deviations theory. Under mild nonparametric conditions on the underlying probability distribution, we show that our method yields an exponential reduction in sample size requirements for bilinear constraints with low violation levels compared to the classical approach, thereby significantly improving computational tractability. Numerical experiments on robust pole assignment problems support our theoretical findings.

math.OC

A scalable, gradient-stable approach to multi-step, nonlinear system identification using first-order methods

This paper presents three main contributions to the field of multi-step system identification. First, drawing inspiration from Neural Network (NN) training, it introduces a tool for solving identification problems by leveraging first-order optimization and Automatic Differentiation (AD). The proposed method exploits gradients with respect to the parameters to be identified and leverages Linear Parameter-Varying (LPV) sensitivity equations to model gradient evolution. Second, it demonstrates that the computational complexity of the proposed method is linear in both the multi-step horizon length and the parameter size, ensuring scalability for large identification problems. Third, it formally addresses the "exploding gradient" issue: via a stability analysis of the LPV equations, it derives conditions for a reliable and efficient optimization and identification process for dynamical systems. Simulation results indicate that the proposed method is both effective and efficient, making it a promising tool for future research and applications in nonlinear system identification and non-convex optimization.

eess.SY

Combining Off-White and Sparse Black Models in Multi-step Physics-based Systems Identification -- EXTENDED VERSION

In this paper, we propose a unified framework for identifying interpretable nonlinear dynamical models that preserve physical properties. The proposed approach integrates physical principles with black-box basis functions to compensate for unmodeled dynamics, ensuring accuracy over long prediction horizons and computational efficiency. Additionally, we introduce penalty terms to enforce physical consistency and stability during training. We provide a comprehensive analysis of theoretical properties related to multi-step nonlinear system identification, establishing bounds on parameter estimation errors and conditions for gradient stability and sparsity recovery. The proposed framework demonstrates significant potential for improving model accuracy and reliability in various engineering applications, making a substantial step towards the effective use of combined off-white and sparse black models in system identification. The effectiveness of the proposed approach is demonstrated on a nonlinear system identification benchmark.

eess.SY

One-shot backpropagation for multi-step prediction in physics-based system identification -- EXTENDED VERSION

The aim of this paper is to present a novel physics-based framework for the identification of dynamical systems, in which the physical and structural insights are reflected directly into a backpropagation-based learning algorithm. The main result is a method to compute in closed form the gradient of a multi-step loss function, while enforcing physical properties and constraints. The derived algorithm has been exploited to identify the unknown inertia matrix of a space debris, and the results show the reliability of the method in capturing the physical adherence of the estimated parameters.

eess.SY

Probability Maximization via Minkowski Functionals: Convex Representations and Tractable Resolution

In this paper, we consider the maximization of a probability $\mathbb{P}\{ ζ\mid ζ\in \mathbf{K}(\mathbf x)\}$ over a closed and convex set $\mathcal X$, a special case of the chance-constrained optimization problem. We define $\mathbf{K}(\mathbf x)$ as $\mathbf{K}(\mathbf x) \triangleq \{ ζ\in \mathcal{K} \mid c(\mathbf{x},ζ) \geq 0 \}$ where $ζ$ is uniformly distributed on a convex and compact set $\mathcal{K}$ and $c(\mathbf{x},ζ)$ is defined as either {$c(\mathbf{x},ζ) \triangleq 1-|ζ^T\mathbf{x}|^m$, $m\geq 0$} (Setting A) or $c(\mathbf{x},ζ) \triangleq T\mathbf{x} -ζ$ (Setting B). We show that in either setting, $\mathbb{P}\{ ζ\mid ζ\in \mathbf{K(x)}\}$ can be expressed as the expectation of a suitably defined function $F(\mathbf{x},ξ)$ with respect to an appropriately defined Gaussian density (or its variant), i.e. $\mathbb{E}_{\tilde p} [F(\mathbf x,ξ)]$. We then develop a convex representation of the original problem requiring the minimization of ${g(\mathbb{E}[F(\mathbf{x},ξ)])}$ over $\mathcal X$ where $g$ is an appropriately defined smooth convex function. Traditional stochastic approximation schemes cannot contend with the minimization of ${g(\mathbb{E}[F(\cdot,ξ)])}$ over $\mathcal X$, since conditionally unbiased sampled gradients are unavailable. We then develop a regularized variance-reduced stochastic approximation (r-VRSA) scheme that obviates the need for such unbiasedness by combining iterative regularization with variance-reduction. Notably, (r-VRSA) is characterized by both almost-sure convergence guarantees, a convergence rate of $\mathcal{O}(1/k^{1/2-a})$ in expected sub-optimality where $a > 0$, and a sample complexity of $\mathcal{O}(1/ε^{6+δ})$ where $δ> 0$.

math.OC

Learning hidden influences in large-scale dynamical social networks: A data-driven sparsity-based approach

Interpersonal influence estimation from empirical data is a central challenge in the study of social structures and dynamics. Opinion dynamics theory is a young interdisciplinary science that studies opinion formation in social networks and has a huge potential in applications, such as marketing, advertisement and recommendations. The term social influence refers to the behavioral change of individuals due to the interactions with others in a social system, e.g. organization, community, or society in general. The advent of the Internet has made a huge volume of data easily available that can be used to measure social influence over large populations. Here, we aim at qualitatively and quantitatively infer social influence from data using a systems and control viewpoint. First, we introduce some definitions and models of opinions dynamics and review some structural constraints of online social networks, based on the notion of sparsity. Then, we review the main approaches to infer the network's structure from a set of observed data. Finally, we present some algorithms that exploit the introduced models and structural constraints, focusing on the sample complexity and computational requirements.

eess.SY

AC optimal power flow in the presence of renewable sources and uncertain loads

The increasing penetration of renewable energy resources, paired with the fact that load can vary significantly, introduce a high degree of uncertainty in the behavior of modern power grids. Given that classical dispatch solutions are "rigid," their performance in such an uncertain environment is in general far from optimal. For this reason, in this paper, we consider AC optimal power flow (AC-OPF) problems in the presence of uncertain loads and (uncertain) renewable energy generators. The goal of AC-OPF design is to guarantee that controllable generation is dispatched at minimum cost, while satisfying constraints on generation and transmission for "almost all" realizations of the uncertainty. We propose an approach based on a randomized technique recently developed, named "scenario with certificates", which allows to tackle the problem without assuming any a-priori dependence of the voltages in the network on the uncertain generators/loads. The proposed solution can exploit the usually available probabilistic description of the uncertainty and variability, and provides solutions with a-priori probabilistic guarantees on the risk of violating the constraints on generation and transmission.

math.OC

Algorithms for Optimal AC Power Flow in the Presence of Renewable Sources

This chapter presents recent solutions to the optimal power flow (OPF) problem in the presence of renewable energy sources (RES), {such} as solar photo-voltaic and wind generation. After introducing the original formulation of the problem, arising from the combination of economic dispatch and power flow, we provide a brief overview of the different solution methods proposed in the literature to solve it. Then, we explain the main difficulties arising from the increasing RES penetration, and the ensuing necessity of deriving robust solutions. Finally, we present the state-of-the-art techniques, with a special focus on recent methods we developed, based on the application on randomization-based methodologies.

math.OC

Non-Concave Network Utility Maximization in Connectionless Networks: A Fully Distributed Traffic Allocation Algorithm

This paper considers the optimization-based traffic allocation problem among multiple end points in connectionless networks. The network utility function is modeled as a non-concave function, since it is the best description of the quality of service perceived by users with inelastic applications, such as video and audio streaming. However, the resulting non-convex optimization problem, is challenging and requires new analysis and solution techniques. To overcome these challenges, we first propose a hierarchy of problems whose optimal value converges to the optimal value of the non-convex optimization problem as the number of moments tends to infinity. From this hierarchy of problems, we obtain a convex relaxation of the original non-convex optimization problem by considering truncated moment sequences. For solving the convex relaxation, we propose a fully distributed iterative algorithm, which enables each node to adjust its date allocation/ rate adaption among any given set of next hops solely based on information from the neighboring nodes. Moreover, the proposed traffic allocation algorithm converges to the optimal value of the convex relaxation at a $O(1/K)$ rate, where $K$ is the iteration counter, with a bounded optimality. At the end of this paper, we perform numerical simulations to demonstrate the soundness of the developed algorithm.

math.OC

Convex Constrained Semialgebraic Volume Optimization: Application in Systems and Control

In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems can be cast as a particular cases of this framework. In constrained volume optimization, we aim at maximizing the volume of a semialgebraic set under some semialgebraic constraints. Building on the theory of measures and moments, a sequence of semidefinite programs are provided, whose sequence of optimal values is shown to converge to the optimal value of the original problem. We show that different problems in the area of systems and control that are known to be nonconvex can be reformulated as special cases of this framework. Particularly, in this work, we address the problems of probabilistic control of uncertain systems as well as inner approximation of region of attraction and invariant sets of polynomial systems. Numerical examples are presented to illustrate the computational performance of the proposed approach.

math.OC

Convex Chance Constrained Model Predictive Control

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost function subject to probabilistic constraints, over a finite horizon. The control laws provided have a predefined (low) risk of not reaching the desired target set. Building on the theory of measures and moments, a sequence of finite semidefinite programmings are provided, whose solution is shown to converge to the optimal solution of the original problem. Numerical examples are presented to illustrate the computational performance of the proposed approach.

math.OC