arXiv subjects

Laurent Bako

Publications and source records attributed to Laurent Bako.

At least 19 recordsLinked to original sources

arXiv2026

Proximal observers for secure state estimation

This paper discusses a general framework for designing robust state estimators for a class of discrete-time nonlinear systems. We consider systems that may be impacted by impulsive (sparse but otherwise arbitrary) measurement noise sequences. We show that a family of state estimators, robust to this type of undesired signal, can be obtained by minimizing a class of nonsmooth convex functions at each time step. The resulting state observers are defined through proximal operators. We obtain a nonlinear implicit dynamical system in term of estimation error and prove, in the noise-free setting, that it vanishes asymptotically when the minimized loss function and the to-be-observed system enjoy appropriate properties. From a computational perspective, even though the proposed observers can be implemented via efficient numerical procedures, they do not admit closed-form expressions. The paper argues that by adopting appropriate relaxations, simple and fast analytic expressions can be derived.

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arXiv2024

Noise Sensitivity of the Semidefinite Programs for Direct Data-Driven LQR

In this paper, we study the noise sensitivity of the semidefinite program (SDP) proposed for direct data-driven infinite-horizon linear quadratic regulator (LQR) problem for discrete-time linear time-invariant systems. While this SDP is shown to find the true LQR controller in the noise-free setting, we show that it leads to a trivial solution with zero gain matrices when data is corrupted by noise, even when the noise is arbitrarily small. We then study a variant of the SDP that includes a robustness promoting regularization term and prove that regularization does not fully eliminate the sensitivity issue. In particular, the solution of the regularized SDP converges in probability also to a trivial solution.

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arXiv2024

Minimal L2-Consistent Data-Transmission

In this work, we consider non-collocated sensors and actuators, and we address the problem of minimizing the number of sensor-to-actuator transmissions while ensuring that the L2 gain of the system remains under a threshold. By using causal factorization and system level synthesis, we reformulate this problem as a rank minimization problem over a convex set. When heuristics like nuclear norm minimization are used for rank minimization, the resulting matrix is only numerically low rank and must be truncated, which can lead to an infeasible solution. To address this issue, we introduce approximate causal factorization to control the factorization error and provide a bound on the degradation of the L2 gain in terms of the factorization error. The effectiveness of our method is demonstrated using a benchmark.

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arXiv2023

A note on the convergence of a class of adaptive optimal identifiers

This paper proposes a unifying framework for the convergence analysis of a class of adaptive optimal identifiers. The considered class of identifiers is constructed from the sequence of minimizing sets of a family of objective functions. For the purpose of the analysis we introduce a generalized version of the classical persistence of excitation condition. Based on this an Input-to-State-Stability (ISS)-type of property is derived for the studied class of adaptive estimators.

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arXiv2022

An interval-valued recursive estimation framework for linearly parameterized systems

This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement noise or model mismatch or both) is unknown but lies at each time instant in a known interval. In this context, the proposed method relies on bounding the error generated by a given reference point-valued recursive estimator, for example, the well-known recursive least squares algorithm. We discuss the trade-off between computational complexity and tightness of the estimated parametric interval.

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arXiv2022

On the tightest interval-valued state estimator for linear systems

This paper discusses an interval-valued state estimator for linear dynamic systems. In particular, we derive an expression of the tightest possible interval-valued estimator in the sense that it is the intersection of all interval-valued estimators. This estimator appears, in a general setting, to be an infinite dimensional dynamic system. Therefore, practical implementation requires some over-approximations which would yield a good trade-off between computational complexity and tightness.

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arXiv2022

Learning Reduced Nonlinear State-Space Models: an Output-Error Based Canonical Approach

The identification of a nonlinear dynamic model is an open topic in control theory, especially from sparse input-output measurements. A fundamental challenge of this problem is that very few to zero prior knowledge is available on both the state and the nonlinear system model. To cope with this challenge, we investigate the effectiveness of deep learning in the modeling of dynamic systems with nonlinear behavior by advocating an approach which relies on three main ingredients: (i) we show that under some structural conditions on the to-be-identified model, the state can be expressed in function of a sequence of the past inputs and outputs; (ii) this relation which we call the state map can be modelled by resorting to the well-documented approximation power of deep neural networks; (iii) taking then advantage of existing learning schemes, a state-space model can be finally identified. After the formulation and analysis of the approach, we show its ability to identify three different nonlinear systems. The performances are evaluated in terms of open-loop prediction on test data generated in simulation as well as a real world data-set of unmanned aerial vehicle flight measurements.

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arXiv2022

Learning to estimate UAV created turbulence from scene structure observed by onboard cameras

Controlling UAV flights precisely requires a realistic dynamic model and accurate state estimates from onboard sensors like UAV, GPS and visual observations. Obtaining a precise dynamic model is extremely difficult, as important aerodynamic effects are hard to model, in particular ground effect and other turbulences. While machine learning has been used in the past to estimate UAV created turbulence, this was restricted to flat grounds or diffuse in-flight air turbulences, both without taking into account obstacles. In this work we address the complex problem of estimating in-flight turbulences caused by obstacles, in particular the complex structures in cluttered environments. We learn a mapping from control input and images captured by onboard cameras to turbulence. In a large-scale setting, we train a model over a large number of different simulated photo-realistic environments loaded into the Habitat.AI simulator augmented with a dynamic UAV model and an analytic ground effect model. We transfer the model from simulation to a real environment and evaluate on real UAV flights from the EuRoC-MAV dataset, showing that the model is capable of good sim2real generalization performance. The dataset will be made publicly available upon acceptance.

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arXiv2022

MoCap-less Quantitative Evaluation of Ego-Pose Estimation Without Ground Truth Measurements

The emergence of data-driven approaches for control and planning in robotics have highlighted the need for developing experimental robotic platforms for data collection. However, their implementation is often complex and expensive, in particular for flying and terrestrial robots where the precise estimation of the position requires motion capture devices (MoCap) or Lidar. In order to simplify the use of a robotic platform dedicated to research on a wide range of indoor and outdoor environments, we present a data validation tool for ego-pose estimation that does not require any equipment other than the on-board camera. The method and tool allow a rapid, visual and quantitative evaluation of the quality of ego-pose sensors and are sensitive to different sources of flaws in the acquisition chain, ranging from desynchronization of the sensor flows to misevaluation of the geometric parameters of the robotic platform. Using computer vision, the information from the sensors is used to calculate the motion of a semantic scene point through its projection to the 2D image space of the on-board camera. The deviations of these keypoints from references created with a semi-automatic tool allow rapid and simple quality assessment of the data collected on the platform. To demonstrate the performance of our method, we evaluate it on two challenging standard UAV datasets as well as one dataset taken from a terrestrial robot.

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arXiv2020

An optimization framework for resilient batch estimation in Cyber-Physical Systems

This paper proposes a class of resilient state estimators for LTV discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a noise of both dense and impulsive natures. The latter in addition to being arbitrary in its form, need not be strictly bounded. In this setting, we construct the estimator as the set-valued map which associates to the measurements, the minimizing set of some appropriate performance functions. We consider a family of such performance functions each of which yielding a specific instance of the general estimator. It is then shown that the proposed class of estimators enjoys the property of resilience, that is, it induces an estimation error which, under certain conditions, is independent of the extreme values of the (impulsive) measurement noise. Hence, the estimation error may be bounded while the measurement noise is virtually unbounded. Moreover, we provide several error bounds (in different configurations) whose expressions depend explicitly on the degree of observability of the system being observed and on the considered performance function. Finally, a few simulation results are provided to illustrate the resilience property.

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arXiv2020

Interval-valued estimation for discrete-time linear systems: application to switched systems

This paper proposes a new framework for constructing interval-valued state estimators for discrete-time linear and switched linear systems. Our main results are (i) the derivation of the tightest interval-valued estimator for linear discrete-time systems; (ii) a systematic design method for interval-valued state estimators; (iii) an application of the proposed estimation framework to switched linear systems.

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arXiv2020

Analysis of the least sum-of-minimums estimator for switched systems

This paper considers a particular parameter estimator for switched systems and analyzes its properties. The estimator in question is defined as the map from the data set to the solution set of an optimization problem where the to-be-optimized cost function is a sum of pointwise infima over a finite set of sub-functions. This is a hard nonconvex problem. The paper studies some fundamental properties of this problem such as uniqueness of the solution or boundedness of the estimation error regardless of computational considerations. The interest of the analysis is to lay out the main influential properties of the data on the performance of this (ideal) estimator.

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arXiv2019

Resilient State Estimation for Discrete-Time Linear Systems

This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a noise of both dense and impulsive natures. In this setting, we construct the estimator as the map which associates to the measurements, the minimizing set of an appropriate (convex) performance function. It is then shown that the proposed estimator enjoys the property of resilience, that is, it induces an estimation error which, under certain conditions, is independent of the extreme values of the (impulsive) measurement noise. Therefore, the estimation error may be bounded while the measurement noise is virtually unbounded. Moreover, the expression of the bound depends explicitly on the degree of observability of the system being observed and on the considered performance function. Finally, a few simulation results are provided to illustrate the resilience property.

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arXiv2017

Robustness analysis of a Maximum Correntropy framework for linear regression

In this paper we formulate a solution of the robust linear regression problem in a general framework of correntropy maximization. Our formulation yields a unified class of estimators which includes the Gaussian and Laplacian kernel-based correntropy estimators as special cases. An analysis of the robustness properties is then provided. The analysis includes a quantitative characterization of the informativity degree of the regression which is appropriate for studying the stability of the estimator. Using this tool, a sufficient condition is expressed under which the parametric estimation error is shown to be bounded. Explicit expression of the bound is given and discussion on its numerical computation is supplied. For illustration purpose, two special cases are numerically studied.

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arXiv2017

On a class of optimization-based robust estimators

We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and a dense and bounded noise sequence of "moderate" amount. This is termed a robust regression problem. To tackle it, a quite general optimization-based framework is proposed and analyzed. When only the sparse noise is present, a sufficient bound is derived on the number of nonzero elements in the sparse noise sequence that can be accommodated by the estimator while still returning the true parameter matrix. While almost all the restricted isometry-based bounds from the literature are not verifiable, our bound can be easily computed through solving a convex optimization problem. Moreover, empirical evidence tends to suggest that it is generally tight. If in addition to the sparse noise sequence, the training data are affected by a bounded dense noise, we derive an upper bound on the estimation error.

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arXiv2017

Optimal control of discrete-time switched linear systems via continuous parameterization

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly minimize a quadratic performance index. State-of-art methods for solving such a control problem suffer in general from a high computational requirement due to the fact that an exponential number of switching sequences must be explored. The method of this paper addresses the challenge of the switching law design by introducing auxiliary continuous input variables and then solving a non-smooth block-sparsity inducing optimization problem.

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arXiv2016

Incremental stability of Lur'e systems through piecewise-affine approximations

Lur'e-type nonlinear systems are virtually ubiquitous in applied control theory, which explains the great interest they have attracted throughout the years. The purpose of this paper is to propose conditions to assess incremental asymptotic stability of Lur'e systems that are less conservative than those obtained with the incremental circle criterion. The method is based on the approximation of the nonlinearity by a piecewise-affine function. The Lur'e system can then be rewritten as a so-called piecewise-affine Lur'e system, for which sufficient conditions for asymptotic incremental stability are provided. These conditions are expressed as linear matrix inequalities (LMIs) allowing the construction of a continuous piecewise-quadratic incremental Lyapunov function, which can be efficiently solved numerically. The results are illustrated with numerical examples.

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arXiv2016

Incremental analysis of nonlinear systems with efficient methods for piecewise-affine systems

This paper is concerned with incremental stability properties of nonlinear systems. We propose conditions to compute an upper bound on the incremental L2-gain and to assess incremental asymptotic stability of piecewise-affine (PWA) systems. The conditions are derived from dissipativity analysis, and are based on the construction of piecewise-quadratic functions via linear matrix inequalities (LMI) that can be efficiently solved numerically. The developments are shown to be less conservative than previous results, and are illustrated with numerical examples. In the last part of this paper, we study the connection between incremental L2-gain stability and incremental asymptotic stability. It is shown that, with appropriate observability and reachability assumptions on the input-output operator, incremental L2-gain implies incremental asymptotic stability. Finally, it is shown that the converse implication follows provided some regularity conditions on the state space representation are met.

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