arXiv subjects

Paul Scharnhorst

Publications and source records attributed to Paul Scharnhorst.

5 recordsLinked to original sources

arXiv2024

Risk-aware Scheduling and Dispatch of Flexibility Events in Buildings

Residential and commercial buildings, equipped with systems such as heat pumps (HPs), hot water tanks, or stationary energy storage, have a large potential to offer their consumption flexibility as grid services. In this work, we leverage this flexibility to react to consumption requests related to maximizing self-consumption and reducing peak loads. We employ a data-driven virtual storage modeling approach for flexibility prediction in the form of flexibility envelopes for individual buildings. The risk-awareness of this prediction is inherited by the proposed scheduling algorithm. A Mixed-integer Linear Program (MILP) is formulated to schedule the activation of a pool of buildings in order to best respond to an external aggregated consumption request. This aggregated request is then dispatched to the active individual buildings, based on the previously determined schedule. The effectiveness of the approach is demonstrated by coordinating up to 500 simulated buildings using the Energym Python library and observing about 1.5 times peak power reduction in comparison with a baseline approach while maintaining comfort more robustly. We demonstrate the scalability of the approach by solving problems with 2000 buildings in about 21 seconds, with solving times being approximately linear in the number of considered assets.

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arXiv2022

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Buildings are a promising source of flexibility for the application of demand response. In this work, we introduce a novel battery model formulation to capture the state evolution of a single building. Being fully data-driven, the battery model identification requires one dataset from a period of nominal controller operation, and one from a period with flexibility requests, without making any assumptions on the underlying controller structure. We consider parameter uncertainty in the model formulation and show how to use risk measures to encode risk preferences of the user in robust uncertainty sets. Finally, we demonstrate the uncertainty-aware prediction of flexibility envelopes for a building simulation model from the Python library Energym.

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arXiv2022

Robust Uncertainty Bounds in Reproducing Kernel Hilbert Spaces: A Convex Optimization Approach

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where outputs are corrupted by bounded measurement noise. The noise can originate from any compactly supported distribution and no independence assumptions are made on the available data. In this setting, we show how computing tight, finite-sample uncertainty bounds amounts to solving parametric quadratically constrained linear programs. Next, properties of our approach are established and its relationship with another methods is studied. Numerical experiments are presented to exemplify how the theory can be applied in a number of scenarios, and to contrast it with other closed-form alternatives.

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arXiv2021

Deterministic error bounds for kernel-based learning techniques under bounded noise

We consider the problem of reconstructing a function from a finite set of noise-corrupted samples. Two kernel algorithms are analyzed, namely kernel ridge regression and $\varepsilon$-support vector regression. By assuming the ground-truth function belongs to the reproducing kernel Hilbert space of the chosen kernel, and the measurement noise affecting the dataset is bounded, we adopt an approximation theory viewpoint to establish \textit{deterministic}, finite-sample error bounds for the two models. Finally, we discuss their connection with Gaussian processes and two numerical examples are provided. In establishing our inequalities, we hope to help bring the fields of non-parametric kernel learning and system identification for robust control closer to each other.

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arXiv2020

KPC: Learning-Based Model Predictive Control with Deterministic Guarantees

We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the formalism of non-parametric kernel regression. By treating each prediction step individually, we dispense with the need of propagating sets through highly non-linear maps, a procedure that often involves multiple conservative approximation steps. Finite-sample error bounds are then used to enforce state-feasibility by employing an efficient robust formulation. We then present a relaxation strategy that exploits on-line data to weaken the optimization problem constraints while preserving safety. Two numerical examples are provided to illustrate the applicability of the proposed control method.

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