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Vatsal Kedia

Publications and source records attributed to Vatsal Kedia.

3 recordsLinked to original sources

Model fusion for efficient learning of nonlinear dynamical systems

In the context of model-based control of industrial processes, it is a common practice to develop a data-driven linear dynamical model around a specified operating point. However, in applications involving wider operating conditions, representation of the dynamics using a single linear dynamic model is often inadequate, requiring either a nonlinear model or multiple linear models to accommodate the nonlinear behaviour. While the development of the former suffers from the requirements of extensive experiments spanning multiple levels, significant compromise in the nominal product quality and dealing with unmeasured disturbances over wider operating conditions, the latter faces the challenge of model switch scheduling and inadequate description of dynamics for the operating regions in-between. To overcome these challenges, we propose an efficient approach to obtain a parsimonious nonlinear dynamic model by developing multiple linear models from data at multiple operating points, lifting the data features obtained from individual model simulations to adequately accommodate the underlying nonlinear behaviour and finally, sparse optimization techniques to obtain a parsimonious model. The performance and effectiveness of the proposed algorithm is demonstrated through simulation case studies.

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Fast Randomized Subspace System Identification for Large I/O Data

In this article, a novel fast randomized subspace system identification method for estimating combined deterministic-stochastic LTI state-space models, is proposed. The algorithm is especially well-suited to identify high-order and multi-scale systems with both fast and slow dynamics, which typically require a large number of input-output data samples for accurate identification using traditional subspace methods. Instead of working with such large matrices, the dataset is compressed using randomized methods, which preserve the range-spaces of these matrices almost surely. A novel identification algorithm using this compressed dataset, is proposed. This method enables the handling of extremely large datasets, which often make conventional algorithms like N4SID, MOESP, etc. run out of computer memory. Moreover the proposed method outperforms these algorithms in terms of memory-cost, data-movement, flop count and computation time for cases where these algorithms still work in-spite of large data sizes. The effectiveness of the proposed algorithm is established by theoretical analysis and various real and simulated case studies.

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Learning from similar systems and online data-driven LQR using iterative randomised data compression

The problem of data-driven recursive computation of receding horizon LQR control through a randomized combination of online/current and historical/recorded data is considered. It is assumed that large amounts of historical input-output data from a system, which is similar but not identical to the current system under consideration, is available. This (possibly large) data set is compressed through a novel randomized subspace algorithm to directly synthesize an initial solution of the standard LQR problem, which however is sub-optimal due to the inaccuracy of the historical model. The first instance of this input is used to actuate the current system and the corresponding instantaneous output is used to iteratively re-solve the LQR problem through a computationally inexpensive randomized rank-one update of the old compressed data. The first instance of the re-computed input is applied to the system at the next instant, output recorded and the entire procedure is repeated at each subsequent instant. As more current data becomes available, the algorithm learns automatically from the new data while simultaneously controlling the system in near optimal manner. The proposed algorithm is computationally inexpensive due to the initial and repeated compression of old and newly available data. Moreover, the simultaneous learning and control makes this algorithm particularly suited for adapting to unknown, poorly modeled and time-varying systems without any explicit exploration stage. Simulations demonstrate the effectiveness of the proposed algorithm vs popular exploration/exploitation approaches to LQR control.

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