arXiv subjects

Malika Sader

Publications and source records attributed to Malika Sader.

3 recordsLinked to original sources

arXiv2026

Fast-DeePC: Fast Data-Enabled Predictive Control using Soft-constrained Scheme

Data-enabled predictive control (DeePC) replaces the explicit system model of model predictive control with a data-driven predictor built directly from recorded input-output trajectories, but the original hard-equality formulation keeps its coordinate vector as an online decision variable whose size grows with the offline data length, so the online problem grows more expensive as more data is used to enrich the behavioral representation. This article proposes Fast-DeePC, a framework which relaxes this consistency relation into the control objective with a quadratic ridge on the coordinate vector in place of the customary sparsity-promoting penalty, admitting a closed-form, offline elimination of the coordinate vector and reducing the online problem to a fixed-size box-constrained quadratic program solved by a structure-exploiting interior-point method. On identical soft quadratically regularized problems, the result matches a general-purpose solver's solution and is up to two orders of magnitude faster.

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arXiv2024

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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