SearcharxivSearch

arXiv subjects

Mohammad Alsalti

Publications and source records attributed to Mohammad Alsalti.

12 recordsLinked to original sources

Robust and efficient data-driven predictive control

We propose a robust and efficient data-driven predictive control (eDDPC) scheme which is more sample efficient (requires less offline data) compared to existing schemes, and is also computationally efficient. This scheme employs a recently proposed data-based representation of linear time-invariant (LTI) systems as a predictor. Such a representation serves as an alternative to Hankel-based predictors obtained from, e.g., the so-called fundamental lemma, and can be derived by exploiting the kernel structure of shallow Hankel matrices of data. This allows for application of our proposed scheme using very short (and potentially irregularly measured) noisy input-output data, the amount of which is independent of the prediction horizon. To account for measurement noise, we provide a novel result that quantifies the uncertainty between the true (unknown) restricted behavior of the system and the estimated one from noisy data. Furthermore, we show that the robust eDDPC scheme is recursively feasible and that the resulting closed-loop system is practically exponentially stable. Finally, we compare the performance of this scheme to existing ones on a case study of a four tank system.

eess.SY

Notes on data-driven output-feedback control of linear MIMO systems

Recent works have approached the data-driven design of dynamic output-feedback controllers for discrete-time LTI systems by constructing non-minimal state vectors composed of past inputs and outputs. Depending on the system's complexity (order $n$, lag $\ell$ and number of outputs $p$), it was observed in several works that such an approach presents significant limitations. In particular, many works require to restrict the class of LTI systems to those satisfying the relation $p\ell=n$. In this note, we show how to address the general MIMO case (for which $p\ell\geq n$ in general) by constructing an alternative non-minimal state vector from data. Different from the existing literature, our method guarantees the satisfaction of certain rank conditions when the system is persistently excited, thereby facilitating the direct data-driven dynamic output-feedback control of MIMO systems by applying methods that were originally developed for the input-state data setting.

eess.SY

Data-driven stabilization of nonlinear systems via descriptor embedding

We introduce the notion of descriptor embedding for nonlinear systems and use it for the data-driven design of stabilizing controllers. Specifically, we provide sufficient data-dependent LMI conditions which, if feasible, return a stabilizing nonlinear controller of the form $u=K(x)Z(x)$ where $K(x)$ belongs to a polytope and $Z$ is a user-defined function. The proposed method is then extended to account for the presence of uncertainties and noisy data. Furthermore, a method to estimate the resulting region of attraction is given using only data. Simulation examples are used to illustrate the results and compare them to existing methods from the literature.

math.OC

An efficient data-based off-policy Q-learning algorithm for optimal output feedback control of linear systems

In this paper, we present a Q-learning algorithm to solve the optimal output regulation problem for discrete-time LTI systems. This off-policy algorithm only relies on using persistently exciting input-output data, measured offline. No model knowledge or state measurements are needed and the obtained optimal policy only uses past input-output information. Moreover, our formulation of the proposed algorithm renders it computationally efficient. We provide conditions that guarantee the convergence of the algorithm to the optimal solution. Finally, the performance of our method is compared to existing algorithms in the literature.

eess.SY

Data-based system representations from irregularly measured data

Non-parametric representations of dynamical systems based on the image of a Hankel matrix of data are extensively used for data-driven control. However, if samples of data are missing, obtaining such representations becomes a difficult task. By exploiting the kernel structure of Hankel matrices of irregularly measured data generated by a linear time-invariant system, we provide computational methods for which any complete finite-length behavior of the system can be obtained. For the special case of periodically missing outputs, we provide conditions on the input such that the former result is guaranteed. In the presence of noise in the data, our method returns an approximate finite-length behavior of the system. We illustrate our result with several examples, including its use for approximate data completion in real-world applications and compare it to alternative methods.

eess.SY

Sample- and computationally efficient data-driven predictive control

Recently proposed data-driven predictive control schemes for LTI systems use non-parametric representations based on the image of a Hankel matrix of previously collected, persistently exciting, input-output data. Persistence of excitation necessitates that the data is sufficiently long and, hence, the computational complexity of the corresponding finite-horizon optimal control problem increases. In this paper, we propose an efficient data-driven predictive control (eDDPC) scheme which is both more sample efficient (requires less offline data) and computationally efficient (uses less decision variables) compared to existing schemes. This is done by leveraging an alternative data-based representation of the trajectories of LTI systems. We analytically and numerically compare the performance of this scheme to existing ones from the literature.

eess.SY

On the design of persistently exciting inputs for data-driven control of linear and nonlinear systems

In the context of data-driven control, persistence of excitation (PE) of an input sequence is defined in terms of a rank condition on the Hankel matrix of the input data. For nonlinear systems, recent results employed rank conditions involving collected input and state/output data, for which no guidelines are available on how to satisfy them a priori. In this paper, we first show that a set of discrete impulses is guaranteed to be persistently exciting for any controllable LTI system. Based on this result, for certain classes of nonlinear systems, we guarantee persistence of excitation of sequences of basis functions a priori, by design of the physical input only.

math.OC

Efficient Off-Policy Q-Learning for Data-Based Discrete-Time LQR Problems

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages over other data-based optimal control methods in the literature. This algorithm can be fully executed off-line, as it does not require to apply the current estimate of the optimal input to the system as in on-policy algorithms. It is shown that a persistently exciting input, defined from an easily tested matrix rank condition, guarantees the convergence of the algorithm. A data-based method is proposed to design the initial stabilizing feedback gain that the algorithm requires. Robustness of the algorithm in the presence of noisy measurements is analyzed. We compare the proposed algorithm in simulation to different direct and indirect data-based control design methods.

eess.SY

Practical exponential stability of a robust data-driven nonlinear predictive control scheme

We provide theoretical guarantees for recursive feasibility and practical exponential stability of the closed-loop system of a feedback linearizable nonlinear system when controlled by a robust data-driven nonlinear predictive control scheme. This technical report serves as a supplementary material to our recent paper "Data-driven Nonlinear Predictive Control for Feedback Linearizable Systems". The arguments shown in this report follow similar steps to those for the LTI case, since feedback linearizable systems are linear in transformed coordinates. However, the proof was suitably adapted to match the nonlinear setting under consideration, and the differences are emphasized throughout the proof.

math.OC

Data-driven Nonlinear Predictive Control for Feedback Linearizable Systems

We present a data-driven nonlinear predictive control approach for the class of discrete-time multi-input multi-output feedback linearizable nonlinear systems. The scheme uses a non-parametric predictive model based only on input and noisy output data along with a set of basis functions that approximate the unknown nonlinearities. Despite the noisy output data as well as the mismatch caused by the use of basis functions, we show that the proposed multistep robust data-driven nonlinear predictive control scheme is recursively feasible and renders the closed-loop system practically exponentially stable. We illustrate our results on a model of a fully-actuated double inverted pendulum.

eess.SY

Data-based Control of Feedback Linearizable Systems

We present an extension of Willems' Fundamental Lemma to the class of multi-input multi-output discrete-time feedback linearizable nonlinear systems, thus providing a data-based representation of their input-output trajectories. Two sources of uncertainty are considered. First, the unknown linearizing input is inexactly approximated by a set of basis functions. Second, the measured output data is contaminated by additive noise. Further, we propose an approach to approximate the solution of the data-based simulation and output matching problems, and show that the difference from the true solution is bounded. Finally, the results are illustrated on an example of a fully-actuated double inverted pendulum.

math.OC

Data-Based System Analysis and Control of Flat Nonlinear Systems

Willems et al. showed that all input-output trajectories of a discrete-time linear time-invariant system can be obtained using linear combinations of time shifts of a single, persistently exciting, input-output trajectory of that system. In this paper, we extend this result to the class of discrete-time single-input single-output flat nonlinear systems. We propose a data-based parametrization of all trajectories using only input-output data. Further, we use this parametrization to solve the data-based simulation and output-matching control problems for the unknown system without explicitly identifying a model. Finally, we illustrate the main results with numerical examples.

eess.SY