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Yilin Mo

Publications and source records attributed to Yilin Mo.

At least 19 recordsLinked to original sources

Verifiable Model-Free Safety Filters via Reinforcement Learning

This paper presents a reinforcement learning approach of a model-free safety filter, drawing inspiration from the framework of model-based Predictive Safety Filters (PSFs). Similar to conventional PSFs, our method adopts a Quadratic Programming (QP) formulation by representing the filter as an unrolled QP solver network. However, unlike existing PSFs that derive QP parameters explicitly from system models, we learn these parameters directly through Deep Reinforcement Learning (DRL), thereby eliminating the dependency on accurate system identification. Furthermore, compared to traditional neural network-based methods, this QP structure allows us to furnish a formal certificate for the persistent safety of the learned filter. Numerical results demonstrate that our method outperforms both conventional model-based PSFs and RL-trained Multi-Layer Perceptron (MLP) baselines in terms of safety guarantees, minimal intervention, and per-step computational load.

math.OC

$\pi$MPC: A Parallel-in-horizon and Construction-free NMPC Solver

The alternating direction method of multipliers (ADMM) has gained increasing popularity in embedded model predictive control (MPC) due to its code simplicity and pain-free parameter selection. However, existing ADMM solvers either target general quadratic programming (QP) problems or exploit sparse MPC formulations via Riccati recursions, which are inherently sequential and therefore difficult to parallelize for long prediction horizons. This technical note proposes a novel \textit{parallel-in-horizon} and \textit{construction-free} nonlinear MPC algorithm, termed $\pi$MPC, which combines a new variable-splitting scheme with a velocity-based system representation in the ADMM framework, enabling horizon-wise parallel execution while operating directly on system matrices without explicit MPC-to-QP construction. Numerical experiments and accompanying code are provided to validate the effectiveness of the proposed method.

math.OC

Identification with Orthogonal Basis Functions: Convergence Speed, Asymptotic Bias, and Rate-Optimal Pole Selection

This paper is concerned with performance analysis and pole selection problem in identifying linear time-invariant (LTI) systems using orthogonal basis functions (OBFs), a system identification approach that consists of solving least-squares problems and selecting poles within the OBFs. Specifically, we analyze the convergence properties and asymptotic bias of the OBF algorithm, and propose a pole selection algorithm that robustly minimizes the worst-case identification bias, with the bias measured under the $\mathcal{H}_2$ error criterion. Our results include an analytical expression for the convergence rate and an explicit bound on the asymptotic identification bias, which depends on both the true system poles and the preselected model poles. Furthermore, we demonstrate that the pole selection algorithm is asymptotically optimal, achieving the fundamental lower bound on the identification bias. The algorithm explicitly determines the model poles as the so-called Tsuji points, and the asymptotic identification bias decreases exponentially with the number of basis functions, with the rate of decrease governed by the hyperbolic Chebyshev constant. Numerical experiments validate the derived bounds and demonstrate the effectiveness of the proposed pole selection algorithm.

math.OC

Energy-Efficient Omnidirectional Locomotion for Wheeled Quadrupeds via Predictive Energy-Aware Nominal Gait Selection

Wheeled-legged robots combine the efficiency of wheels with the versatility of legs, but face significant energy optimization challenges when navigating diverse environments. In this work, we present a hierarchical control framework that integrates predictive power modeling with residual reinforcement learning to optimize omnidirectional locomotion efficiency for wheeled quadrupedal robots. Our approach employs a novel power prediction network that forecasts energy consumption across different gait patterns over a 1-second horizon, enabling intelligent selection of the most energy-efficient nominal gait. A reinforcement learning policy then generates residual adjustments to this nominal gait, fine-tuning the robot's actions to balance energy efficiency with performance objectives. Comparative analysis shows our method reduces energy consumption by up to 35\% compared to fixed-gait approaches while maintaining comparable velocity tracking performance. We validate our framework through extensive simulations and real-world experiments on a modified Unitree Go1 platform, demonstrating robust performance even under external disturbances. Videos and implementation details are available at \href{https://sites.google.com/view/switching-wpg}{https://sites.google.com/view/switching-wpg}.

cs.RO

Conditional Generative Modeling of Stochastic LTI Systems: A Behavioral Approach

This paper presents a data-driven model for Linear Time-Invariant (LTI) stochastic systems by sampling from the conditional probability distribution of future outputs given past input-outputs and future inputs. It operates in a fully behavioral manner, relying solely on the current trajectory and pre-collected input-output data, without requiring explicit identification of system parameters. We refer to this model as a behavioral Conditional Generative Model (CGM). We prove the convergence of the distribution of samples generated by the CGM as the size of the trajectory library increases, with an explicit characterization of the convergence rate. Furthermore, we demonstrate that the gap between the asymptotic distribution of the proposed CGM and the true posterior distribution obtained by Kalman filter, which leverages the knowledge of all system parameters and all historical data, decreases exponentially with respect to the length of past samples. Finally, we integrate this generative model into predictive controllers for stochastic LTI systems. Numerical results verify the derived bounds and demonstrate the effectiveness of the controller equipped with the proposed behavioral CGM.

math.OC

A Control Theory inspired Exploration Method for a Linear Bandit driven by a Linear Gaussian Dynamical System

The paper introduces a linear bandit environment where the reward is the output of a known Linear Gaussian Dynamical System (LGDS). In this environment, we address the fundamental challenge of balancing exploration -- gathering information about the environment -- and exploitation -- selecting to the action with the highest predicted reward. We propose two algorithms, Kalman filter Upper Confidence Bound (Kalman-UCB) and Information filter Directed Exploration Action-selection (IDEA). Kalman-UCB uses the principle of optimism in the face of uncertainty. IDEA selects actions that maximize the combination of the predicted reward and a term that quantifies how much an action minimizes the error of the Kalman filter state prediction, which depends on the LGDS property called observability. IDEA is motivated by applications such as hyperparameter optimization in machine learning. A major problem encountered in hyperparameter optimization is the large action spaces, which hinder the performance of methods inspired by principle of optimism in the face of uncertainty as they need to explore each action to lower reward prediction uncertainty. To predict if either Kalman-UCB or IDEA will perform better, a metric based on the LGDS properties is provided. This metric is validated with numerical results across a variety of randomly generated environments.

eess.SY

Learning to Drift with Individual Wheel Drive: Maneuvering Autonomous Vehicle at the Handling Limits

Drifting, characterized by controlled vehicle motion at high sideslip angles, is crucial for safely handling emergency scenarios at the friction limits. While recent reinforcement learning approaches show promise for drifting control, they struggle with the significant simulation-to-reality gap, as policies that perform well in simulation often fail when transferred to physical systems. In this paper, we present a reinforcement learning framework with GPU-accelerated parallel simulation and systematic domain randomization that effectively bridges the gap. The proposed approach is validated on both simulation and a custom-designed and open-sourced 1/10 scale Individual Wheel Drive (IWD) RC car platform featuring independent wheel speed control. Experiments across various scenarios from steady-state circular drifting to direction transitions and variable-curvature path following demonstrate that our approach achieves precise trajectory tracking while maintaining controlled sideslip angles throughout complex maneuvers in both simulated and real-world environments.

cs.RO

An Exploration-free Method for a Linear Stochastic Bandit Driven by a Linear Gaussian Dynamical System

In stochastic multi-armed bandits, a major problem the learner faces is the trade-off between exploration and exploitation. Recently, exploration-free methods -- methods that commit to the action predicted to return the highest reward -- have been studied from the perspective of linear bandits. In this paper, we introduce a linear bandit setting where the reward is the output of a linear Gaussian dynamical system. Motivated by a problem encountered in hyperparameter optimization for reinforcement learning, where the number of actions is much higher than the number of training iterations, we propose Kalman filter Observability Dependent Exploration (KODE), an exploration-free method that utilizes the Kalman filter predictions to select actions. Our major contribution of this work is our analysis of the performance of the proposed method, which is dependent on the observability properties of the underlying linear Gaussian dynamical system. We evaluate KODE via two different metrics: regret, which is the cumulative expected difference between the highest possible reward and the reward sampled by KODE, and action alignment, which measures how closely KODE's chosen action aligns with the linear Gaussian dynamical system's state variable. To provide intuition on the performance, we prove that KODE implicitly encourages the learner to explore actions depending on the observability of the linear Gaussian dynamical system. This method is compared to several well-known stochastic multi-armed bandit algorithms to validate our theoretical results.

cs.LG

Learning Control for LQR with Unknown Packet Loss Rate Using Finite Channel Samples

This paper studies the linear quadratic regulator (LQR) problem over an unknown Bernoulli packet loss channel. The unknown loss rate is estimated using finite channel samples and a certainty-equivalence (CE) optimal controller is then designed by treating the estimate as the true rate. The stabilizing capability and sub-optimality of the CE controller critically depend on the estimation error of loss rate. For discrete-time linear systems, we provide a stability threshold for the estimation error to ensure closed-loop stability, and analytically quantify the sub-optimality in terms of the estimation error and the difference in modified Riccati equations. Next, we derive the upper bound on sample complexity for the CE controller to be stabilizing. Tailored results with less conservatism are delivered for scalar systems and n-dimensional systems with invertible input matrix. Moreover, we establish a sufficient condition, independent of the unknown loss rate, to verify whether the CE controller is stabilizing in a probabilistic sense. Finally, numerical examples are used to validate our results.

eess.SY

Secure Filtering against Spatio-Temporal False Data Attacks under Asynchronous Sampling

This paper addresses the secure state estimation problem for continuous linear time-invariant systems with non-periodic and asynchronous sampled measurements, where the sensors need to transmit not only measurements but also sampling time-stamps to the fusion center. This measurement and communication setup is well-suited for operating large-scale control systems and, at the same time, introduces new vulnerabilities that can be exploited by adversaries through (i) manipulation of measurements, (ii) manipulation of time-stamps, (iii) elimination of measurements, (iv) generation of completely new false measurements, or a combination of these attacks. To mitigate these attacks, we propose a decentralized estimation algorithm in which each sensor maintains its local state estimate asynchronously based on its measurements. The local states are synchronized through time prediction and fused after time-stamp alignment. In the absence of attacks, state estimates are proven to recover the optimal Kalman estimates by solving a weighted least square problem. In the presence of attacks, solving this weighted least square problem with the aid of $\ell_1$ regularization provides secure state estimates with uniformly bounded error under an observability redundancy assumption. The effectiveness of the proposed algorithm is demonstrated using a benchmark example of the IEEE 14-bus system.

eess.SY

Regret Analysis with Almost Sure Convergence for OBF-ARX Filter

This paper considers the output prediction problem for an unknown Linear Time-Invariant (LTI) system. In particular, we focus our attention on the OBF-ARX filter, whose transfer function is a linear combination of Orthogonal Basis Functions (OBFs), with the coefficients determined by solving a least-squares regression. We prove that the OBF-ARX filter is an accurate approximation of the Kalman Filter (KF) by quantifying its online performance. Specifically, we analyze the average regret between the OBF-ARX filter and the KF, proving that the average regret over $N$ time steps converges to the asymptotic bias at the speed of $O(N^{-0.5+\epsilon})$ almost surely for all $\epsilon>0$. Then, we establish an upper bound on the asymptotic bias, demonstrating that it decreases exponentially with the number of OBF bases, and the decreasing rate $\tau(\boldsymbol{\lambda}, \boldsymbol{\mu})$ explicitly depends on the poles of both the KF and the OBF. Numerical results on diffusion processes validate the derived bounds.

math.OC

Learning-Based Efficient Approximation of Data-Enabled Predictive Control

Data-Enabled Predictive Control (DeePC) bypasses the need for system identification by directly leveraging raw data to formulate optimal control policies. However, the size of the optimization problem in DeePC grows linearly with respect to the data size, which prohibits its application to resource-constrained systems due to high computational costs. In this paper, we propose an efficient approximation of DeePC, whose size is invariant with respect to the amount of data collected, via differentiable convex programming. Specifically, the optimization problem in DeePC is decomposed into two parts: a control objective and a scoring function that evaluates the likelihood of a guessed I/O sequence, the latter of which is approximated with a size-invariant learned optimization problem. The proposed method is validated through numerical simulations on a quadruple tank system, illustrating that the learned controller can reduce the computational time of DeePC by a factor of 5 while maintaining its control performance.

eess.SY

MPC-Inspired Reinforcement Learning for Verifiable Model-Free Control

In this paper, we introduce a new class of parameterized controllers, drawing inspiration from Model Predictive Control (MPC). The controller resembles a Quadratic Programming (QP) solver of a linear MPC problem, with the parameters of the controller being trained via Deep Reinforcement Learning (DRL) rather than derived from system models. This approach addresses the limitations of common controllers with Multi-Layer Perceptron (MLP) or other general neural network architecture used in DRL, in terms of verifiability and performance guarantees, and the learned controllers possess verifiable properties like persistent feasibility and asymptotic stability akin to MPC. On the other hand, numerical examples illustrate that the proposed controller empirically matches MPC and MLP controllers in terms of control performance and has superior robustness against modeling uncertainty and noises. Furthermore, the proposed controller is significantly more computationally efficient compared to MPC and requires fewer parameters to learn than MLP controllers. Real-world experiments on vehicle drift maneuvering task demonstrate the potential of these controllers for robotics and other demanding control tasks.

eess.SY

Finite Sample Performance Analysis of MIMO Systems Identification

This paper is concerned with the finite sample identification performance of an n dimensional discrete-time Multiple-Input Multiple-Output (MIMO) Linear Time-Invariant system, with p inputs and m outputs. We prove that the widely-used Ho-Kalman algorithm and Multivariable Output Error State Space (MOESP) algorithm are ill-conditioned for MIMO systems when n/m or n/p is large. Moreover, by analyzing the Cra\'mer-Rao bound, we derive a fundamental limit for identifying the real and stable (or marginally stable) poles of MIMO system and prove that the sample complexity for any unbiased pole estimation algorithm to reach a certain level of accuracy explodes superpolynomially with respect to n/(pm). Numerical results are provided to illustrate the ill-conditionedness of Ho-Kalman algorithm and MOESP algorithm as well as the fundamental limit on identification.

eess.SY

Generalized Activation via Multivariate Projection

Activation functions are essential to introduce nonlinearity into neural networks, with the Rectified Linear Unit (ReLU) often favored for its simplicity and effectiveness. Motivated by the structural similarity between a shallow Feedforward Neural Network (FNN) and a single iteration of the Projected Gradient Descent (PGD) algorithm, a standard approach for solving constrained optimization problems, we consider ReLU as a projection from R onto the nonnegative half-line R+. Building on this interpretation, we extend ReLU by substituting it with a generalized projection operator onto a convex cone, such as the Second-Order Cone (SOC) projection, thereby naturally extending it to a Multivariate Projection Unit (MPU), an activation function with multiple inputs and multiple outputs. We further provide mathematical proof establishing that FNNs activated by SOC projections outperform those utilizing ReLU in terms of expressive power. Experimental evaluations on widely-adopted architectures further corroborate MPU's effectiveness against a broader range of existing activation functions.

cs.LG

Sensor Selection for Remote State Estimation with QoS Requirement Constraints

In this paper, we study the sensor selection problem for remote state estimation under the Quality-of-Service (QoS) requirement constraints. Multiple sensors are employed to observe a linear time-invariant system, and their measurements should be transmitted to a remote estimator for state estimation. However, due to the limited communication resources and the QoS requirement constraints, only some of the sensors can be allowed to transmit their measurements. To estimate the system state as accurately as possible, it is essential to select sensors for transmission appropriately. We formulate the sensor selection problem as a non-convex optimization problem. It is difficult to solve such a problem and even to find a feasible solution. To obtain a solution which can achieve good estimation performance, we first reformulate and relax the formulated problem. Then, we propose an algorithm based on successive convex approximation (SCA) to solve the relaxed problem. By utilizing the solution of the relaxed problem, we propose a heuristic sensor selection algorithm which can provide a good suboptimal solution. Simulation results are presented to show the effectiveness of the proposed heuristic.

eess.SY

Consecutive Inertia Drift of Autonomous RC Car via Primitive-based Planning and Data-driven Control

Inertia drift is an aggressive transitional driving maneuver, which is challenging due to the high nonlinearity of the system and the stringent requirement on control and planning performance. This paper presents a solution for the consecutive inertia drift of an autonomous RC car based on primitive-based planning and data-driven control. The planner generates complex paths via the concatenation of path segments called primitives, and the controller eases the burden on feedback by interpolating between multiple real trajectories with different initial conditions into one near-feasible reference trajectory. The proposed strategy is capable of drifting through various paths containing consecutive turns, which is validated in both simulation and reality.

cs.RO

Markov Parameter Identification via Chebyshev Approximation

This paper proposes an identification algorithm for Single Input Single Output (SISO) Linear Time-Invariant (LTI) systems. In the noise-free setting, where the first $T$ Markov parameters can be precisely estimated, all Markov parameters can be inferred by the linear combination of the known $T$ Markov parameters, of which the coefficients are obtained by solving the uniform polynomial approximation problem, and the upper bound of the asymptotic identification bias is provided. For the finite-time identification scenario, we cast the system identification problem with noisy Markov parameters into a regularized uniform approximation problem. Numerical results demonstrate that the proposed algorithm outperforms the conventional Ho-Kalman Algorithm for the finite-time identification scenario while the asymptotic bias remains negligible.

math.OC