arXiv subjects

Dennis S. Bernstein

Publications and source records attributed to Dennis S. Bernstein.

At least 19 recordsLinked to original sources

arXiv2026

Nonlinear Predictive Cost Adaptive Control of Pseudo-Linear Input-Output Models Using Polynomial, Fourier, and Cubic Spline Observables

Control of nonlinear (NL) systems with high levels of uncertainty is practically relevant and theoretically challenging. This paper presents a numerical investigation of an adaptive NL model predictive control (MPC) technique that relies entirely on online system identification without prior modeling, training, or data collection. In particular, the paper extends predictive cost adaptive control (PCAC) for linear systems, which is an extension of generalized predictive control, to NL systems. NL PCAC (NPCAC) uses recursive least squares (RLS) with subspace of information forgetting (SIFt) to identify a discrete-time, pseudo-linear, input-output model, which is used with iterative MPC for NL receding-horizon optimization. The performance of NPCAC is illustrated using polynomial, Fourier, and cubic-spline basis functions.

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arXiv2026

A Numerical Investigation of Extremum-Seeking-Based Command Generation for Adaptively Controlled Systems

We develop an adaptive feedback control technique that combines an extremum-seeking-based command generator (ECG) with indirect adaptive control. In particular, ECG is used to generate commands that asymptotically optimize a cost function that is measured but whose functional form is unknown. For feedback control with command following and stabilization, the present paper combines ECG with predictive cost adaptive control (PCAC), which is an indirect adaptive control extension of model predictive control (MPC). PCAC extends generalized predictive control (GPC) by using quadratic programming to enforce output constraints and recursive least squares (RLS) with variable-rate forgetting (VRF) for system identification. The resulting ECG/PCAC framework combines command generation with closed-loop system identification and online optimization. The contribution of this paper is a numerical investigation of ECG/PCAC for adaptive stabilization, command following, and disturbance rejection

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arXiv2026

Sensor-Noise Mitigation in Extremum Seeking Control Using Adaptive Numerical Differentiation

Extremum-seeking control (ESC) is widely used to optimize performance when the system dynamics are uncertain. However, sensitivity to sensor noise is a crucial issue in ESC implementation due to the use of high-pass filters or gradient estimators. To reduce the sensitivity of ESC to noise, this paper investigates the use of the recently developed adaptive input and state estimation (AISE) technique for numerical differentiation. In particular, this paper develops extremum-seeking control with adaptive input and state estimation (ESC/AISE), where AISE replaces the high-pass filter of ESC to improve performance under sensor noise. The effectiveness of ESC/AISE is illustrated via numerical examples.

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arXiv2025

What is a Relevant Signal-to-Noise Ratio for Numerical Differentiation?

In applications that involve sensor data, a useful measure of signal-to-noise ratio (SNR) is the ratio of the root-mean-squared (RMS) signal to the RMS sensor noise. The present paper shows that, for numerical differentiation, the traditional SNR is ineffective. In particular, it is shown that, for a harmonic signal with harmonic sensor noise, a natural and relevant SNR is given by the ratio of the RMS of the derivative of the signal to the RMS of the derivative of the sensor noise. For a harmonic signal with white sensor noise, an effective SNR is derived. Implications of these observations for signal processing are discussed.

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arXiv2025

Target Tracking Using the Invariant Extended Kalman Filter with Numerical Differentiation for Estimating Curvature and Torsion

The goal of target tracking is to estimate target position, velocity, and acceleration in real time using position data. This paper introduces a novel target-tracking technique that uses adaptive input and state estimation (AISE) for real-time numerical differentiation to estimate velocity, acceleration, and jerk from position data. These estimates are used to model the target motion within the Frenet-Serret (FS) frame. By representing the model in SE(3), the position and velocity are estimated using the invariant extended Kalman filter (IEKF). The proposed method, called FS-IEKF-AISE, is illustrated by numerical examples and compared to prior techniques.

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arXiv2025

Frenet-Serret-Based Trajectory Prediction

Trajectory prediction is a crucial element of guidance, navigation, and control systems. This paper presents two novel trajectory-prediction methods based on real-time position measurements and adaptive input and state estimation (AISE). The first method, called AISE/va, uses position measurements to estimate the target velocity and acceleration. The second method, called AISE/FS, models the target trajectory as a 3D curve using the Frenet-Serret formulas, which require estimates of velocity, acceleration, and jerk. To estimate velocity, acceleration, and jerk in real time, AISE computes first, second, and third derivatives of the position measurements. AISE does not rely on assumptions about the target maneuver, measurement noise, or disturbances. For trajectory prediction, both methods use measurements of the target position and estimates of its derivatives to extrapolate from the current position. The performance of AISE/va and AISE/FS is compared numerically with the $α$-$β$-$γ$ filter, which shows that AISE/FS provides more accurate trajectory prediction than AISE/va and traditional methods, especially for complex target maneuvers.

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arXiv2025

Recursive Least Squares with Fading Regularization for Finite-Time Convergence without Persistent Excitation

This paper extends recursive least squares (RLS) to include time-varying regularization. This extension provides flexibility for updating the least squares regularization term in real time. Existing results with constant regularization imply that the parameter-estimation error dynamics of RLS are globally attractive to zero if and only the regressor is weakly persistently exciting. This work shows that, by extending classical RLS to include a time-varying (fading) regularization term that converges to zero, the parameter-estimation error dynamics are globally attractive to zero without weakly persistent excitation. Moreover, if the fading regularization term converges to zero in finite time, then the parameter estimation error also converges to zero in finite time. Finally, we propose rank-1 fading regularization (R1FR) RLS, a time-varying regularization algorithm with fading regularization that converges to zero, and which runs in the same computational complexity as classical RLS. Numerical examples are presented to validate theoretical guarantees and to show how R1FR-RLS can protect against over-regularization.

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arXiv2024

Adaptive Target Tracking Using Retrospective Cost Input Estimation

Target tracking of surrounding vehicles is essential for collision avoidance in autonomous vehicles. Our approach to target tracking is based on causal numerical differentiation on relative position data to estimate relative velocity and acceleration. Causal numerical differentiation is useful for a wide range of estimation and control problems with application to robotics and autonomous systems. The present paper extends prior work on causal numerical differentiation based on retrospective cost input estimation (RCIE). Since the variance of the input-estimation error and its correlation with the state-estimation error (the sum of the variance and the correlation is denoted as $\widetilde{V}$) used in the Kalman filter update are unknown, the present paper considers an adaptive discrete-time Kalman filter, where $\widetilde{V}_k$ is updated at each time step $k$ to minimize the difference between the sample variance of the innovations and the variance of the innovations given by the Kalman filter. The performance of this approach is shown to reach the performance of numerical differentiation based on RCIE with the best possible fixed value of $\widetilde{V}_k$. The proposed method thus eliminates the need to determine the best possible fixed value for $\widetilde{V}_k$. Finally, RCIE with an adaptive Kalman filter is applied to target tracking of a vehicle using simulated data from CarSim.

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arXiv2024

Real-Time Kinematics-Based Sensor-Fault Detection for Autonomous Vehicles Using Single and Double Transport with Adaptive Numerical Differentiation

Sensor-fault detection is crucial for the safe operation of autonomous vehicles. This paper introduces a novel kinematics-based approach for detecting and identifying faulty sensors, which is model-independent, rule-free, and applicable to ground and aerial vehicles. This method, called kinematics-based sensor fault detection (KSFD), relies on kinematic relations, sensor measurements, and real-time single and double numerical differentiation. Using onboard data from radar, rate gyros, magnetometers, and accelerometers, KSFD uniquely identifies a single faulty sensor in real time. To achieve this, adaptive input and state estimation (AISE) is used for real-time single and double numerical differentiation of the sensor data, and the single and double transport theorems are used to evaluate the consistency of data. Unlike model-based and knowledge-based methods, KSFD relies solely on sensor signals, kinematic relations, and AISE for real-time numerical differentiation. For ground vehicles, KSFD requires six kinematics-based error metrics, whereas, for aerial vehicles, nine error metrics are used. Simulated and experimental examples are provided to evaluate the effectiveness of KSFD.

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arXiv2024

Efficient Batch and Recursive Least Squares for Matrix Parameter Estimation

Traditionally, batch least squares (BLS) and recursive least squares (RLS) are used for identification of a vector of parameters that form a linear model. In some situations, however, it is of interest to identify parameters in a matrix structure. In this case, a common approach is to transform the problem into standard vector form using the vectorization (vec) operator and the Kronecker product, known as vec-permutation. However, the use of the Kronecker product introduces extraneous zero terms in the regressor, resulting in unnecessary additional computational and space requirements. This work derives matrix BLS and RLS formulations which, under mild assumptions, minimize the same cost as the vec-permutation approach. This new approach requires less computational complexity and space complexity than vec-permutation in both BLS and RLS identification. It is also shown that persistent excitation guarantees convergence to the true matrix parameters. This method can used to improve computation time in the online identification of multiple-input, multiple-output systems for indirect adaptive model predictive control.

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arXiv2024

Generalized Forgetting Recursive Least Squares: Stability and Robustness Guarantees

This work presents generalized forgetting recursive least squares (GF-RLS), a generalization of recursive least squares (RLS) that encompasses many extensions of RLS as special cases. First, sufficient conditions are presented for the 1) Lyapunov stability, 2) uniform Lyapunov stability, 3) global asymptotic stability, and 4) global uniform exponential stability of parameter estimation error in GF-RLS when estimating fixed parameters without noise. Second, robustness guarantees are derived for the estimation of time-varying parameters in the presence of measurement noise and regressor noise. These robustness guarantees are presented in terms of global uniform ultimate boundedness of the parameter estimation error. A specialization of this result gives a bound to the asymptotic bias of least squares estimators in the errors-in-variables problem. Lastly, a survey is presented to show how GF-RLS can be used to analyze various extensions of RLS from the literature.

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arXiv2024

SIFt-RLS: Subspace of Information Forgetting Recursive Least Squares

This paper presents subspace of information forgetting recursive least squares (SIFt-RLS), a directional forgetting algorithm which, at each step, forgets only in row space of the regressor matrix, or the \textit{information subspace}. As a result, SIFt-RLS tracks parameters that are in excited directions while not changing parameter estimation in unexcited directions. It is shown that SIFt-RLS guarantees an upper and lower bound of the covariance matrix, without assumptions of persistent excitation, and explicit bounds are given. Furthermore, sufficient conditions are given for the uniform Lyapunov stability and global uniform exponential stability of parameter estimation error in SIFt-RLS when estimating fixed parameters without noise. SIFt-RLS is compared to other RLS algorithms from the literature in a numerical example without persistently exciting data.

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arXiv2024

Convergence of Recursive Least Squares Based Input/Output System Identification with Model Order Mismatch

Discrete-time input/output models, also called infinite impulse response (IIR) models or autoregressive moving average (ARMA) models, are useful for online identification as they can be efficiently updated using recursive least squares (RLS) as new data is collected. Several works have studied the convergence of the input/output model coefficients identified using RLS under the assumption that the order of the identified model is the same as that of the true system. However, the case of model order mismatch is not as well addressed. This work begins by introducing the notion of \textit{equivalence} of input/output models of different orders. Next, this work analyzes online identification of input/output models in the case where the order of the identified model is higher than that of the true system. It is shown that, given persistently exciting data, the higher-order identified model converges to the model equivalent to the true system that minimizes the regularization term of RLS.

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arXiv2024

Adaptive Kalman Filtering Developed from Recursive Least Squares Forgetting Algorithms

Recursive least squares (RLS) is derived as the recursive minimizer of the least-squares cost function. Moreover, it is well known that RLS is a special case of the Kalman filter. This work presents the Kalman filter least squares (KFLS) cost function, whose recursive minimizer gives the Kalman filter. KFLS is an extension of generalized forgetting recursive least squares (GF-RLS), a general framework which contains various extensions of RLS from the literature as special cases. This then implies that extensions of RLS are also special cases of the Kalman filter. Motivated by this connection, we propose an algorithm that combines extensions of RLS with the Kalman filter, resulting in a new class of adaptive Kalman filters. A numerical example shows that one such adaptive Kalman filter provides improved state estimation for a mass-spring-damper with intermittent, unmodeled collisions. This example suggests that such adaptive Kalman filtering may provide potential benefits for systems with non-classical disturbances.

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arXiv2024

Stability Analysis of Adaptive Model Predictive Control Using the Circle and Tsypkin Criteria

Absolute stability is a technique for analyzing the stability of Lur'e systems, which arise in diverse applications, such as oscillators with nonlinear damping or nonlinear stiffness. A special class of Lur'e systems consists of self-excited systems (SES), in which bounded oscillations arise from constant inputs. In many cases, SES can be stabilized by linear controllers, which motivates the present work, where the goal is to evaluate the effectiveness of adaptive model predictive control for Lur'e systems. In particular, the present paper considers predictive cost adaptive control (PCAC), which is equivalent to a linear, time-variant (LTV) controller. A closed-loop Lur'e system comprised of the positive feedback interconnection of the Lur'e system and the PCAC-based controller can thus be derived at each step. In this work, the circle and Tsypkin criteria are used to evaluate the absolute stability of the closed-loop Lur'e system, where the adaptive controller is viewed as instantaneously linear time-invariant. When the controller converges, the absolute stability criteria guarantee global asymptotic stability of the asymptotic closed-loop dynamics.

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arXiv2024

Retrospective Cost-based Extremum Seeking Control with Vanishing Perturbation for Online Output Minimization

Extremum seeking control (ESC) constitutes a powerful technique for online optimization with theoretical guarantees for convergence to the neighborhood of the optimizer under well-understood conditions. However, ESC requires a nonconstant perturbation signal to provide persistent excitation to the target system to yield convergent results, which usually results in steady state oscillations. While certain techniques have been proposed to eliminate perturbations once the neighborhood of the minimizer is reached, system modifications and environmental perturbations can suddenly change the minimizer and nonconstant perturbations would once more be required to convergence to the new minimizer. Hence, this paper develops a retrospective cost-based ESC(RC/ESC) technique for online output minimization with a vanishing perturbation, that is, a perturbation that becomes zero as time increases independently from the state of the controller or the controlled system. The performance of the proposed algorithm is illustrated via numerical examples.

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arXiv2024

Experimental Application of Predictive Cost Adaptive Control to Thermoacoustic Oscillations in a Rijke Tube

Model predictive control (MPC) has been used successfully in diverse applications. As its name suggests, MPC requires a model for predictive optimization. The present paper focuses on the application of MPC to a Rijke tube, in which a heating source and acoustic dynamics interact to produce self-excited oscillations. Since the dynamics of a Rijke tube are difficult to model to a high level of accuracy, the implementation of MPC requires leveraging data from the physical setup as well as knowledge about thermoacoustics, which is labor intensive and requires domain expertise. With this motivation, the present paper uses predictive cost adaptive control (PCAC) for sampled-data control of an experimental Rijke-tube setup. PCAC performs online closed-loop linear model identification for receding-horizon optimization based on the backward propagating Riccati equation. In place of analytical modeling, open-loop experiments are used to create a simple emulation model, which is used for choosing PCAC hyperparameters. PCAC is applied to the Rijke-tube setup under various experimental scenarios.

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arXiv2024

A Data-Driven Autopilot for Fixed-Wing Aircraft Based on Model Predictive Control

Autopilots for fixed-wing aircraft are typically designed based on linearized aerodynamic models consisting of stability and control derivatives obtained from wind-tunnel testing. The resulting local controllers are then pieced together using gain scheduling. For applications in which the aerodynamics are unmodeled, the present paper proposes an autopilot based on predictive cost adaptive control (PCAC). As an indirect adaptive control extension of model predictive control, PCAC uses recursive least squares (RLS) with variable-rate forgetting for online, closed-loop system identification. At each time step, RLS-based system identification updates the coefficients of an input-output model whose order is a hyperparameter specified by the user. For MPC, the receding-horizon optimization can be performed by either the backward-propagating Riccati equation or quadratic programming. The present paper investigates the performance of PCAC for fixed-wing aircraft without the use of any aerodynamic modeling or offline/prior data collection.

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