arXiv subjects

Dexian Huang

Publications and source records attributed to Dexian Huang.

5 recordsLinked to original sources

arXiv2024

Data-Driven Output Prediction and Control of Stochastic Systems: An Innovation-Based Approach

Recent years have witnessed a booming interest in data-driven control of dynamical systems. However, the implicit data-driven output predictors are vulnerable to uncertainty such as process disturbance and measurement noise, causing unreliable predictions and unexpected control actions. In this brief, we put forward a new data-driven approach to output prediction of stochastic linear time-invariant (LTI) systems. By utilizing the innovation form, the uncertainty in stochastic LTI systems is recast as innovations that can be readily estimated from input-output data without knowing system matrices. In this way, by applying the fundamental lemma to the innovation form, we propose a new innovation-based data-driven output predictor (OP) of stochastic LTI systems, which bypasses the need for identifying state-space matrices explicitly and building a state estimator. The boundedness of the second moment of prediction errors in closed-loop is established under mild conditions. The proposed data-driven OP can be integrated into optimal control design for better performance. Numerical simulations demonstrate the outperformance of the proposed innovation-based methods in output prediction and control design over existing formulations.

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arXiv2023

Causality-Informed Data-Driven Predictive Control

As a useful and efficient alternative to generic model-based control scheme, data-driven predictive control is subject to bias-variance trade-off and is known to not perform desirably in face of uncertainty. Through the connection between direct data-driven control and subspace predictive control, we gain insight into the reason being the lack of causality as a main cause for high variance of implicit prediction. In this article, we seek to address this deficiency by devising a novel causality-informed formulation of direct data-driven control. Built upon LQ factorization, an equivalent two-stage reformulation of regularized data-driven control is first derived, which bears clearer interpretability and a lower complexity than generic forms. This paves the way for deriving a two-stage causality-informed formulation of data-driven predictive control, as well as a regularized form that balances between control cost minimization and implicit identification of multi-step predictor. Since it only calls for block-triangularization of a submatrix in LQ factorization, the new causality-informed formulation comes at no excess cost as compared to generic ones. Its efficacy is investigated based on numerical examples and application to model-free control of a simulated industrial heating furnace. Empirical results corroborate that the proposed method yields obvious performance improvement over existing formulations in handling stochastic noise and process nonlinearity.

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arXiv2023

Data-Driven Predictive Control Using Closed-Loop Data: An Instrumental Variable Approach

Current data-driven predictive control (DDPC) methods heavily rely on data collected in open-loop operation with elaborate design of inputs. However, due to safety or economic concerns, systems may have to be under feedback control, where only closed-loop data are available. In this context, it remains challenging to implement DDPC using closed-loop data. In this paper, we propose a new DDPC method using closed-loop data by means of instrumental variables (IVs). By drawing from closed-loop subspace identification, the use of two forms of IVs is suggested to address the closed-loop issues caused by feedback control and the correlation between inputs and noise. Furthermore, a new DDPC formulation with a novel IV-inspired regularizer is proposed, where a balance between control cost minimization and weighted least-squares data fitting can be made for improvement of control performance. Numerical examples and application to a simulated industrial furnace showcase the improved performance of the proposed DDPC based on closed-loop data.

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arXiv2023

Accelerated Nonconvex ADMM with Self-Adaptive Penalty for Rank-Constrained Model Identification

The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty parameter. To accelerate ADMM for solving rank-constrained identification problems, this paper proposes a new self-adaptive strategy for automatic penalty update. Guided by first-order analysis of the increment of the augmented Lagrangian, the self-adaptive penalty updating enables effective and balanced minimization of both primal and dual residuals and thus ensures a stable convergence. Moreover, improved efficiency can be obtained within the Anderson acceleration scheme. Numerical examples show that the proposed strategy significantly accelerates the convergence of nonconvex ADMM while alleviating the critical reliance on tedious tuning of penalty parameters.

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arXiv2021

From Generalized Gauss Bounds to Distributionally Robust Fault Detection with Unimodality Information

Probabilistic methods have attracted much interest in fault detection design, but its need for complete distributional knowledge is seldomly fulfilled. This has spurred endeavors in distributionally robust fault detection (DRFD) design, which secures robustness against inexact distributions by using moment-based ambiguity sets as a prime modelling tool. However, with the worst-case distribution being implausibly discrete, the resulting design suffers from over-pessimisim and can mask the true fault. This paper aims at developing a new DRFD design scheme with reduced conservatism, by assuming unimodality of the true distribution, a property commonly encountered in real-life practice. To tackle the chance constraint on false alarms, we first attain a new generalized Gauss bound on the probability outside an ellipsoid, which is less conservative than known Chebyshev bounds. As a result, analytical solutions to DRFD design problems are obtained, which are less conservative than known ones disregarding unimodality. We further encode bounded support information into ambiguity sets, derive a tightened multivariate Gauss bound, and develop approximate reformulations of design problems as convex programs. Moreover, the derived generalized Gauss bounds are broadly applicable to versatile change detection tasks for setting alarm thresholds. Results on a laborotary system shown that, the incorporation of unimodality information helps reducing conservatism of distributionally robust design and leads to a better tradeoff between robustness and sensitivity.

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