Laurent Bako

Laurent Bako, Madiha Nadri, Vincent Andrieu et al.

This paper discusses a general framework for designing robust state estimators for a class of discrete-time nonlinear systems. We consider systems that may be impacted by impulsive (sparse but otherwise arbitrary) measurement noise sequences. We show that a family of state estimators, robust to this type of undesired signal, can be obtained by minimizing a class of nonsmooth convex functions at each time step. The resulting state observers are defined through proximal operators. We obtain a nonlinear implicit dynamical system in term of estimation error and prove, in the noise-free setting, that it vanishes asymptotically when the minimized loss function and the to-be-observed system enjoy appropriate properties. From a computational perspective, even though the proposed observers can be implemented via efficient numerical procedures, they do not admit closed-form expressions. The paper argues that by adopting appropriate relaxations, simple and fast analytic expressions can be derived.

Mihaly Petreczy, Laurent Bako, Jan H. van Schuppen

The paper presents realization theory of discrete-time linear switched systems. A discrete-time linear switched system is a hybrid system, such that the continuous sub-system associated with each discrete state is linear. In this paper we present necessary and sufficient conditions for an input-output map to admit a discrete-time linear switched state-space realization. The conditions are formulated as finite rank conditions of a generalized Hankel-matrix. In addition, we present a characterization of minimality of discrete-time linear switched systems in terms of reachability and observable.Further, we prove that minimal realizations are unique up to isomorphism. We also discuss procedures for converting a linear switched system to a minimal one and we present an algorithm for constructing a state-space representation from input-output data.The paper uses the theory rational formal power series in non-commutative variables. The latter theory was successfully applied to bilinear and state-affine systems in the past.

Sérgio Waitman, Laurent Bako, Paolo Massioni et al.

Lur'e-type nonlinear systems are virtually ubiquitous in applied control theory, which explains the great interest they have attracted throughout the years. The purpose of this paper is to propose conditions to assess incremental asymptotic stability of Lur'e systems that are less conservative than those obtained with the incremental circle criterion. The method is based on the approximation of the nonlinearity by a piecewise-affine function. The Lur'e system can then be rewritten as a so-called piecewise-affine Lur'e system, for which sufficient conditions for asymptotic incremental stability are provided. These conditions are expressed as linear matrix inequalities (LMIs) allowing the construction of a continuous piecewise-quadratic incremental Lyapunov function, which can be efficiently solved numerically. The results are illustrated with numerical examples.

Mihaly Petreczky, Laurent Bako

The paper formulates the concept of persistence of excitation for discrete-time linear switched systems, and provides sufficient conditions for an input signal to be persistently exciting. Persistence of excitation is formulated as a property of the input signal, and it is not tied to any specific identification algorithm. The results of the paper rely on realization theory and on the notion of Markov-parameters for linear switched systems.

Laurent Bako, Dulin Chen, Stéphane Lecoeuche

The minimum-time control problem consists in finding a control policy that will drive a given dynamic system from a given initial state to a given target state (or a set of states) as quickly as possible. This is a well-known challenging problem in optimal control theory for which closed-form solutions exist only for a few systems of small dimensions. This paper presents a very generic solution to the minimum-time problem for arbitrary discrete-time linear systems. It is a numerical solution based on sparse optimization, that is the minimization of the number of nonzero elements in the state sequence over a fixed control horizon. We consider both single input and multiple inputs systems. An important observation is that, contrary to the continuous-time case, the minimum-time control for discrete-time systems is not necessarily entirely bang-bang.

Sérgio Waitman, Paolo Massioni, Laurent Bako et al.

This paper is concerned with incremental stability properties of nonlinear systems. We propose conditions to compute an upper bound on the incremental L2-gain and to assess incremental asymptotic stability of piecewise-affine (PWA) systems. The conditions are derived from dissipativity analysis, and are based on the construction of piecewise-quadratic functions via linear matrix inequalities (LMI) that can be efficiently solved numerically. The developments are shown to be less conservative than previous results, and are illustrated with numerical examples. In the last part of this paper, we study the connection between incremental L2-gain stability and incremental asymptotic stability. It is shown that, with appropriate observability and reachability assumptions on the input-output operator, incremental L2-gain implies incremental asymptotic stability. Finally, it is shown that the converse implication follows provided some regularity conditions on the state space representation are met.

Laurent Bako, Vincent Andrieu

This paper discusses an interval-valued state estimator for linear dynamic systems. In particular, we derive an expression of the tightest possible interval-valued estimator in the sense that it is the intersection of all interval-valued estimators. This estimator appears, in a general setting, to be an infinite dimensional dynamic system. Therefore, practical implementation requires some over-approximations which would yield a good trade-off between computational complexity and tightness.

Laurent Bako

We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and a dense and bounded noise sequence of "moderate" amount. This is termed a robust regression problem. To tackle it, a quite general optimization-based framework is proposed and analyzed. When only the sparse noise is present, a sufficient bound is derived on the number of nonzero elements in the sparse noise sequence that can be accommodated by the estimator while still returning the true parameter matrix. While almost all the restricted isometry-based bounds from the literature are not verifiable, our bound can be easily computed through solving a convex optimization problem. Moreover, empirical evidence tends to suggest that it is generally tight. If in addition to the sparse noise sequence, the training data are affected by a bounded dense noise, we derive an upper bound on the estimation error.

Steeven Janny, Quentin Possamai, Laurent Bako et al.

The identification of a nonlinear dynamic model is an open topic in control theory, especially from sparse input-output measurements. A fundamental challenge of this problem is that very few to zero prior knowledge is available on both the state and the nonlinear system model. To cope with this challenge, we investigate the effectiveness of deep learning in the modeling of dynamic systems with nonlinear behavior by advocating an approach which relies on three main ingredients: (i) we show that under some structural conditions on the to-be-identified model, the state can be expressed in function of a sequence of the past inputs and outputs; (ii) this relation which we call the state map can be modelled by resorting to the well-documented approximation power of deep neural networks; (iii) taking then advantage of existing learning schemes, a state-space model can be finally identified. After the formulation and analysis of the approach, we show its ability to identify three different nonlinear systems. The performances are evaluated in terms of open-loop prediction on test data generated in simulation as well as a real world data-set of unmanned aerial vehicle flight measurements.

Jérémie Kreiss, Laurent Bako, Eric Blanco

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly minimize a quadratic performance index. State-of-art methods for solving such a control problem suffer in general from a high computational requirement due to the fact that an exponential number of switching sequences must be explored. The method of this paper addresses the challenge of the switching law design by introducing auxiliary continuous input variables and then solving a non-smooth block-sparsity inducing optimization problem.

Quentin Possamaï, Steeven Janny, Guillaume Bono et al.

The emergence of data-driven approaches for control and planning in robotics have highlighted the need for developing experimental robotic platforms for data collection. However, their implementation is often complex and expensive, in particular for flying and terrestrial robots where the precise estimation of the position requires motion capture devices (MoCap) or Lidar. In order to simplify the use of a robotic platform dedicated to research on a wide range of indoor and outdoor environments, we present a data validation tool for ego-pose estimation that does not require any equipment other than the on-board camera. The method and tool allow a rapid, visual and quantitative evaluation of the quality of ego-pose sensors and are sensitive to different sources of flaws in the acquisition chain, ranging from desynchronization of the sensor flows to misevaluation of the geometric parameters of the robotic platform. Using computer vision, the information from the sensors is used to calculate the motion of a semantic scene point through its projection to the 2D image space of the on-board camera. The deviations of these keypoints from references created with a semi-automatic tool allow rapid and simple quality assessment of the data collected on the platform. To demonstrate the performance of our method, we evaluate it on two challenging standard UAV datasets as well as one dataset taken from a terrestrial robot.

Laurent Bako

In this paper we formulate a solution of the robust linear regression problem in a general framework of correntropy maximization. Our formulation yields a unified class of estimators which includes the Gaussian and Laplacian kernel-based correntropy estimators as special cases. An analysis of the robustness properties is then provided. The analysis includes a quantitative characterization of the informativity degree of the regression which is appropriate for studying the stability of the estimator. Using this tool, a sufficient condition is expressed under which the parametric estimation error is shown to be bounded. Explicit expression of the bound is given and discussion on its numerical computation is supplied. For illustration purpose, two special cases are numerically studied.

Laurent Bako, Henrik Ohlsson

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault detection, state estimation in lossy networks, hybrid system identification, robust estimation, etc. The problem is hard because it exhibits some intrinsic combinatorial features. Therefore, obtaining an effective solution necessitates relaxations that are both solvable at a reasonable cost and effective in the sense that they can return the true parameter vector. The current paper discusses a nonsmooth convex optimization approach and provides a new analysis of its behavior. In particular, it is shown that under appropriate conditions on the data, an exact estimate can be recovered from data corrupted by a large (even infinite) number of gross errors.