Find controllers for all plants that are consistent with the observed data.

Data-Driven Control (DDC) is a methodology that formulates controllers directly from observations without requiring a system identification step. Our work in (Miller & Sznaier, 2022) extended the Quadratic Matrix Inequality (QMI) framework towards data-driven gain-scheduled control
of Linear Parameter-Varying (LPV) systems.

Stabilizing control of an LPV system given data observations. The left side highlights stabilization of the ground-truth in red, and the blue trajectories are other systems in the data consistency set. The right side samples additional parameter sequences and demonstrates stabilization.

The introduction of input and measurement noise is called the Error-in-Variables (EIV) setting, and adds a bilinearity that results in NP-hard system identification and control problems. We developed a polynomial-optimization based framework to perform stabilizing and robust control of all consistent plants in the EIV setting when all noise processes are L-infinity norm bounded (Miller et al., 2022). The moment-Sum-of-Squares (SOS) hierarchy is used to find a superstabilizing or quadratically stabilizing controller, where each nonnegativity constraint is posed over the set of unknown plants and unknown noise processes. We a used theorem of alternatives is used to eliminate the unknown noise variables and improve computational scalability. This SOS-based framework may be extended towards the control of autoregressive models with input-output data (Miller et al., 2023).

Data-Driven techniques may also be applied to peak estimation. The data-consistency set in (Miller & Sznaier, 2023) is modeled as a parameter-affine differential inclusion for a semidefinite-representable-bounded uncertainty process.

The left plot charts 100 noisy derivative observations of a 3-state cubic polynomial dynamical system. The right plots a series of trajectories (cyan) compatible with data-consistent systems, as well as an upper bound (red) on the maximal vertical coordinate that any of these systems will obtain.

Relevant Publications:

Theses

PhD

Safety Quantification for Nonlinear and Time-Delay Systems using Occupation Measures

This research extends an occupation measure framework to analyze and quantify the safety of dynamical systems. A motivating application of trajectory analysis is in peak estimation, which finds the extreme values of a state function along trajectories. Examples of peak estimation include finding the maximum height of a wave, voltage on a power line, speed of a vehicle, and infected population in an epidemic. Peak estimation can be applied towards safety quantification, such as by measuring the safety of a trajectory by its distance of closest approach to an unsafe set.
A finite-dimensional but nonconvex peak estimation problem can be converted into an infinite-dimensional linear program (LP) in measures, which is in turn bounded by a convergent sequence of semidefinite programs. The LP is posed in terms of an initial, a terminal, and an occupational measure, where the occupation measure contains all possible information about the dynamical systems’ trajectories. This research applies measure-based methods towards safety quantification (e.g. distance estimation, control effort needed to crash), hybrid systems, bounded-uncertain systems (including for data-driven analysis), stochastic systems, and time-delay systems. The modularity of this measure-based framework allows for multiple problem variations to be applied simultaneously (e.g., distance estimation under time-delays), and for optimization models to be synthesized using MATLAB. Solving these optimization problems results in certifiable guarantees on system performance and behavior.

Journal Articles

LCSS

Robust Data-Driven Safe Control using Density Functions

This paper presents a tractable framework for data-driven synthesis of robustly safe control laws. Given noisy experimental data and some priors about the structure of the system, the goal is to synthesize a state feedback law such that the trajectories of the closed loop system are guaranteed to avoid an unsafe set even in the presence of unknown but bounded disturbances (process noise). The main result of the paper shows that for polynomial dynamics, this problem can be reduced to a tractable convex optimization by combining elements from polynomial optimization and the theorem of alternatives. This optimization provides both a rational control law and a density function safety certificate. These results are illustrated with numerical examples.

LCSS

Data-Driven Gain Scheduling Control of Linear Parameter-Varying Systems using Quadratic Matrix Inequalities

This paper synthesizes a gain-scheduled controller to stabilize all possible Linear Parameter-Varying (LPV) plants that are consistent with measured input/state data records. Inspired by prior work in data informativity and LTI stabilization, a set of Quadratic Matrix Inequalities is developed to represent the noise set, the class of consistent LPV plants, and the class of stabilizable plants. The bilinearity between unknown plants and ‘for all’ parameters is avoided by vertex enumeration of the parameter set. Effectiveness and computational tractability of this method is demonstrated on example systems.

Conference Articles

ACC

Data-Driven Superstabilization of Linear Systems under Quantization

Miller, Jared, Zheng, Jian, Sznaier, Mario, and Hixenbaugh, Chris

In 2024 American Control Conference (upcoming) 2024

This paper focuses on the stabilization and regulation of linear systems affected by quantization in state-transition data and actuated input. The observed data are composed of tuples of current state, input, and the next state’s interval ranges based on sensor quantization. Using an established characterization of input-logarithmically-quantized stabilization based on robustness to sector-bounded uncertainty, we formulate a nonconservative infinite-dimensional linear program that enforces superstabilization of all possible consistent systems under assumed priors. We solve this problem by posing a pair of exponentially-scaling linear programs, and demonstrate the success of our method on example quantized systems.

IFAC

Superstabilizing Control of Discrete-Time ARX Models under Error in Variables

This paper applies a polynomial optimization based framework towards the superstabilizing control of an Autoregressive with Exogenous Input (ARX) model given noisy data observations. The recorded input and output values are corrupted with L-infinity bounded noise where the bounds are known. This is an instance of Error in Variables (EIV) in which true internal state of the ARX system remains unknown. The consistency set of ARX models compatible with noisy data has a bilinearity between unknown plant parameters and unknown noise terms. The requirement for a dynamic compensator to superstabilize all consistent plants is expressed using polynomial nonnegativity constraints, and solved using sum-of-squares (SOS) methods in a converging hierarchy of semidefinite programs in increasing size. The computational complexity of this method may be reduced by applying a Theorem of Alternatives to eliminate the noise terms. Effectiveness of this method is demonstrated on control of example ARX models.

CDC

Data-Driven Control of Positive Linear Systems using Linear Programming

This paper presents a linear-programming based algorithm to perform data-driven stabilizing control of linear positive systems. A set of state-input-transition observations is collected up to magnitude-bounded noise. A state feedback controller and dual linear copositive Lyapunov function are created such that the set of all data-consistent plants is contained within the set of all stabilized systems. This containment is certified through the use of the Extended Farkas Lemma and solved via Linear Programming. Sign patterns and sparsity structure for the controller may be imposed using linear constraints. The complexity of this algorithm scales in a polynomial manner with the number of states and inputs. Effectiveness is demonstrated on example systems.

ROCOND

Facial Input Decompositions for Robust Peak Estimation under Polyhedral Uncertainty

This work bounds extreme values of state functions for a class of input-affine continuous-time systems that are affected by polyhedral-bounded uncertainty. Instances of these systems may arise in data-driven peak estimation, in which the state function must be bounded for all systems that are consistent with a set of state-derivative data records corrupted under L-infinity bounded noise. Existing occupation measure-based methods form a convergent sequence of outer approximations to the true peak value, given an initial set, by solving a hierarchy of semidefinite programs in increasing size. These techniques scale combinatorially in the number of state variables and uncertain parameters. We present tractable algorithms for peak estimation that scale linearly in the number of faces of the uncertainty-bounding polytope rather than combinatorially in the number of uncertain parameters by leveraging convex duality and a theorem of alternatives (facial decomposition). The sequence of decomposed semidefinite programs will converge to the true peak value under mild assumptions (convergence and smoothness of dynamics).

CDC

Data-Driven Superstabilizing Control of Error-in-Variables
Discrete-Time Linear Systems

This paper proposes a method to find super-stabilizing controllers for discrete-time linear systems that are
consistent with a set of corrupted observations. The L-infinity bounded measurement noise introduces a bilinearity between the unknown plant parameters and noise terms. A super-stabilizing controller may be found by solving a feasibility problem involving a set of polynomial nonnegativity constraints in terms of the unknown plant parameters and noise terms. A sequence of sum-of-squares (SOS) programs in rising degree will yield a super-stabilizing controller if such a controller exists. Unfortunately, these SOS programs exhibit very poor scaling as the degree increases. A theorem of alternatives is employed to yield equivalent, convergent (under mild conditions), and more computationally tractable SOS programs.

Preprints

Analysis and Control of Input-Affine Dynamical Systems using Infinite-Dimensional Robust Counterparts

Input-affine dynamical systems often arise in control and modeling scenarios, such as the data-driven case when state-derivative observations are recorded under bounded noise.
Common tasks in system analysis and control include optimal control, peak estimation, reachable set estimation, and maximum control invariant set estimation. Existing work poses these types of problems as infinite-dimensional linear programs in auxiliary functions with sum-of-squares tightenings. The bottleneck in most of these programs is the Lie derivative nonnegativity constraint posed over the time-state-control set. Decomposition techniques to improve tractability by eliminating the control variables include vertex decompositions (switching), or facial decompositions in the case where the polytopic set is a scaled box. This work extends the box-facial decomposition technique to allow for a robust-counterpart decomposition of semidefinite representable sets (e.g. polytopes, ellipsoids, and projections of spectahedra). These robust counterparts are proven to be equivalent to the original Lie constraint under mild compactness and regularity constraints. Efficacy is demonstrated under peak/distance/reachable set data-driven analysis problems and Region of Attraction maximizing control.

Quantifying the Safety of Trajectories using Peak-Minimizing Control

This work quantifies the safety of trajectories of a dynamical system by the perturbation intensity required to render a system unsafe (crash into the unsafe set). Computation of this measure of safety is posed as a peak-minimizing optimal control problem. Convergent lower bounds on the minimal peak value of controller effort are computed using polynomial optimization and the moment-Sum-of-Squares hierarchy. The crash-safety framework is extended towards data-driven safety analysis by measuring safety as the maximum amount of data corruption required to crash into the unsafe set.

Data-Driven Stabilizing and Robust Control of Discrete-Time Linear Systems with Error in Variables

This work presents a sum-of-squares (SOS) based framework to perform data-driven stabilization and robust control tasks on discrete-time linear systems where the full-state observations are corrupted by L-infinity bounded measurement noise (error in variable setting). Certificates of state-feedback superstability or quadratic stability of all plants in a consistency set are provided by solving a feasibility program formed by polynomial nonnegativity constraints. Under mild compactness and data-collection assumptions, SOS tightenings in rising degree will converge to recover the true superstabilizing controller, with slight conservatism introduced for quadratic stabilizability. The performance of this SOS method is improved through the application of a theorem of alternatives while retaining tightness, in which the unknown noise variables are eliminated from the consistency set description. This SOS feasibility method is extended to provide worst-case-optimal robust controllers under H2 control costs. The consistency set description may be broadened to include cases where the data and process are affected by a combination of L-infinity bounded measurement, process, and input noise. Further generalizations include varying noise sets, non-uniform sampling, and switched systems stabilization.