Travis E. Gibson, Zheng Qu, Anuradha M. Annaswamy et al.
This note presents the design and analysis of an adaptive controller for a class of linear plants in the presence of output feedback. This controller makes use of a closed-loop reference model as an observer, and guarantees global stability and asymptotic output tracking.
Benjamin M. Jenkins, Anuradha M. Annaswamy, Eugene Lavretsky et al.
The convergence properties of adaptive systems in terms of excitation conditions on the regressor vector are well known. With persistent excitation of the regressor vector in model reference adaptive control the state error and the adaptation error are globally exponentially stable, or equivalently, exponentially stable in the large. When the excitation condition however is imposed on the reference input or the reference model state it is often incorrectly concluded that the persistent excitation in those signals also implies exponential stability in the large. The definition of persistent excitation is revisited so as to address some possible confusion in the adaptive control literature. It is then shown that persistent excitation of the reference model only implies local persistent excitation (weak persistent excitation). Weak persistent excitation of the regressor is still sufficient for uniform asymptotic stability in the large, but not exponential stability in the large. We show that there exists an infinite region in the state-space of adaptive systems where the state rate is bounded. This infinite region with finite rate of convergence is shown to exist not only in classic open-loop reference model adaptive systems, but also in a new class of closed-loop reference model adaptive systems.
Travis E. Gibson, Anuradha M. Annaswamy, Eugene Lavretsky
This paper explores the properties of adaptive systems with closed-loop reference models. Using additional design freedom available in closed-loop reference models, we design new adaptive controllers that are (a) stable, and (b) have improved transient properties. Numerical studies that complement theoretical derivations are also reported.
Travis E. Gibson, Anuradha M. Annaswamy, Eugene Lavretsky
Closed-loop reference models have recently been proposed for states accessible adaptive systems. They have been shown to have improved transient response over their open loop counter parts. The results in the states accessible case are extended to single input single output plants of arbitrary relative degree.
Yue Guan, Anuradha M. Annaswamy, H. Eric Tseng
Cumulative Prospect Theory (CPT) is a modeling tool widely used in behavioral economics and cognitive psychology that captures subjective decision making of individuals under risk or uncertainty. In this paper, we propose a dynamic pricing strategy for Shared Mobility on Demand Services (SMoDSs) using a passenger behavioral model based on CPT. This dynamic pricing strategy together with dynamic routing via a constrained optimization algorithm that we have developed earlier, provide a complete solution customized for SMoDS of multi-passenger transportation. The basic principles of CPT and the derivation of the passenger behavioral model in the SMoDS context are described in detail. The implications of CPT on dynamic pricing of the SMoDS are delineated using computational experiments involving passenger preferences. These implications include interpretation of the classic fourfold pattern of risk attitudes, strong risk aversion over mixed prospects, and behavioral preferences of self reference. Overall, it is argued that the use of the CPT framework corresponds to a crucial building block in designing socio-technical systems by allowing quantification of subjective decision making under risk or uncertainty that is perceived to be otherwise qualitative.
Heather S. Hussain, Megumi M. Matsutani, Anuradha M. Annaswamy et al.
Robust adaptive control of scalar plants in the presence of unmodeled dynamics is established in this paper. It is shown that implementation of a projection algorithm with standard adaptive control of a scalar plant ensures global boundedness of the overall adaptive system for a class of unmodeled dynamics.
Rabab Haider, Anuradha M. Annaswamy
Mixed integer problems are ubiquitous in decision making, from discrete device settings and design parameters, unit production, and on/off or yes/no decision in switches, routing, and social networks. Despite their prevalence, classical optimization approaches for combinatorial optimization remain prohibitively slow for fast and accurate decision making in dynamic and safety-critical environments with hard constraints. To address this gap, we propose SiPhyR (pronounced: cipher), a physics-informed machine learning framework for end-to-end learning to optimize for combinatorial problems. SiPhyR employs a novel physics-informed rounding approach to tackle the challenge of combinatorial optimization within a differentiable framework that has certified satisfiability of safety-critical constraints. We demonstrate the effectiveness of SiPhyR on an emerging paradigm for clean energy systems: dynamic reconfiguration, where the topology of the electric grid and power flow are optimized so as to maintain a safe and reliable power grid in the presence of intermittent renewable generation. Offline training of the unsupervised framework on representative load and generation data makes dynamic decision making via the online application of Grid-SiPhyR computationally feasible.
Jose A. Solano-Castellanos, Hassan Haes Alhelou, Ali T. Al- Awami et al.
This paper addresses frequency regulation under operational constraints in interconnected power systems with high penetration of inverter-based renewable generation. A two-layer control architecture is proposed that combines optimized droop and Virtual Synchronous Machine (VSM) primary control with a Model Predictive Control (MPC) secondary layer operating at realistic control-room update rates. Unlike recent proposed approaches, the proposed framework integrates MPC within existing grid control structures, enabling constraint-aware coordination. A reduced-order frequency response model is systematically derived from a high-fidelity grid model using Hankel singular values, and a reduced-order Kalman-Bucy observer enables state and disturbance estimation using only measurable outputs. Validation using representative data from the Kingdom of Saudi Arabia demonstrates effective frequency regulation under realistic operating conditions.
Peter A. Fisher, Anuradha M. Annaswamy
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few drawbacks that pose barriers for practical implementation. These drawbacks include (i) a requirement of an initial stabilizing controller, (ii) a reliance on exploration for closed-loop stability, and/or (iii) computationally intensive algorithms. This paper proposes a new algorithm that overcomes these drawbacks for a particular class of discrete-time systems. This algorithm leverages direct model-reference adaptive control (direct MRAC) and combines it with an epoch-based approach in order to address the drawbacks (i)-(iii) with a provable high-probability regret bound comparable to existing literature. Simulations demonstrate that the proposed approach yields regrets that are comparable to those from existing methods when the conditions (i) and (ii) are met, and yields regrets that are significantly smaller when either of these two conditions is not met.
Vineet Jagadeesan Nair, Morteza Vahid-Ghavidel, Anuradha M. Annaswamy
We show that dynamic coordination of distributed energy resources (DERs) can increase the capacity of low- and medium-voltage grids, improve reliability and power quality, and reduce solar curtailment. We develop three approaches to compute hosting capacity on a representative distribution grid with realistic scenarios. A deterministic iterative method provides insight into how dynamic operation and DER interactions enhance capacity and affect power flows, demonstrating clear gains over static methods even with low-to-moderate levels of storage and flexible demand. A stochastic programming approach jointly optimizes DER siting and sizing, showing that nodal colocation and complementary effects expand the feasible region of solar, heat pump, and battery penetrations by over 22X. This enables up to 200% solar, 100% battery, and 90% heat pump penetration. Batteries emerge as the most critical technology, followed by heat pumps and electric vehicles. A Monte Carlo-based extension shows that uncertainty significantly impacts hosting capacity and grid metrics, with 46% higher volatility under dynamic operation.
Anjali Parashar, Priyank Srivastava, Anuradha M. Annaswamy
Convex optimization with equality and inequality constraints is a ubiquitous problem in several optimization and control problems in large-scale systems. Recently there has been a lot of interest in establishing accelerated convergence of the loss function. A class of high-order tuners was recently proposed in an effort to lead to accelerated convergence for the case when no constraints are present. In this paper, we propose a new high-order tuner that can accommodate the presence of equality constraints. In order to accommodate the underlying box constraints, time-varying gains are introduced in the high-order tuner which leverage convexity and ensure anytime feasibility of the constraints. Numerical examples are provided to support the theoretical derivations.
Venkatesh Venkataramanan, Sridevi Kaza, Anuradha M. Annaswamy
With increasing penetration of Distributed Energy Resources (DERs) in grid edge including renewable generation, flexible loads, and storage, accurate prediction of distributed generation and consumption at the consumer level becomes important. However, DER prediction based on the transmission of customer level data, either repeatedly or in large amounts, is not feasible due to privacy concerns. In this paper, a distributed machine learning approach, Federated Learning, is proposed to carry out DER forecasting using a network of IoT nodes, each of which transmits a model of the consumption and generation patterns without revealing consumer data. We consider a simulation study which includes 1000 DERs, and show that our method leads to an accurate prediction of preserve consumer privacy, while still leading to an accurate forecast. We also evaluate grid-specific performance metrics such as load swings and load curtailment and show that our FL algorithm leads to satisfactory performance. Simulations are also performed on the Pecan street dataset to demonstrate the validity of the proposed approach on real data.
Anuradha M. Annaswamy, Anubhav Guha, Yingnan Cui et al.
This paper considers the problem of real-time control and learning in dynamic systems subjected to parametric uncertainties. We propose a combination of a Reinforcement Learning (RL) based policy in the outer loop suitably chosen to ensure stability and optimality for the nominal dynamics, together with Adaptive Control (AC) in the inner loop so that in real-time AC contracts the closed-loop dynamics towards a stable trajectory traced out by RL. Two classes of nonlinear dynamic systems are considered, both of which are control-affine. The first class of dynamic systems utilizes equilibrium points %with expansion forms around these points and a Lyapunov approach while second class of nonlinear systems uses contraction theory. AC-RL controllers are proposed for both classes of systems and shown to lead to online policies that guarantee stability using a high-order tuner and accommodate parametric uncertainties and magnitude limits on the input. In addition to establishing a stability guarantee with real-time control, the AC-RL controller is also shown to lead to parameter learning with persistent excitation for the first class of systems. Numerical validations of all algorithms are carried out using a quadrotor landing task on a moving platform.
Yingnan Cui, Joseph E. Gaudio, Anuradha M. Annaswamy
We propose two algorithms for discrete-time parameter estimation, one for time-varying parameters under persistent excitation (PE) condition, another for constant parameters under no PE condition. For the first algorithm, we show that in the presence of time-varying unknown parameters, the parameter estimation error converges uniformly to a compact set under conditions of persistent excitation, with the size of the compact set proportional to the time-variation of unknown parameters. Leveraging a projection operator, the second algorithm is shown to result in boundedness guarantees when the plant has constant unknown parameters. Simulations show better convergence results compared to recursive least squares (RLS) and comparable results to RLS with forgetting factor.
Spencer McDonald, Yingnan Cui, Joseph E. Gaudio et al.
Gradient-descent based iterative algorithms pervade a variety of problems in estimation, prediction, learning, control, and optimization. Recently iterative algorithms based on higher-order information have been explored in an attempt to lead to accelerated learning. In this paper, we explore a specific a high-order tuner that has been shown to result in stability with time-varying regressors in linearly parametrized systems, and accelerated convergence with constant regressors. We show that this tuner continues to provide bounded parameter estimates even if the gradients are corrupted by noise. Additionally, we also show that the parameter estimates converge exponentially to a compact set whose size is dependent on noise statistics. As the HT algorithms can be applied to a wide range of problems in estimation, filtering, control, and machine learning, the result obtained in this paper represents an important extension to the topic of real-time and fast decision making.
José M. Moreu, Anuradha M. Annaswamy
Iterative gradient-based algorithms have been increasingly applied for the training of a broad variety of machine learning models including large neural-nets. In particular, momentum-based methods, with accelerated learning guarantees, have received a lot of attention due to their provable guarantees of fast learning in certain classes of problems and multiple algorithms have been derived. However, properties for these methods hold only for constant regressors. When time-varying regressors occur, which is commonplace in dynamic systems, many of these momentum-based methods cannot guarantee stability. Recently, a new High-order Tuner (HT) was developed for linear regression problems and shown to have 1) stability and asymptotic convergence for time-varying regressors and 2) non-asymptotic accelerated learning guarantees for constant regressors. In this paper, we extend and discuss the results of this same HT for general convex loss functions. Through the exploitation of convexity and smoothness definitions, we establish similar stability and asymptotic convergence guarantees. Finally, we provide numerical simulations supporting the satisfactory behavior of the HT algorithm as well as an accelerated learning property.
Arnab Sarker, Peter Fisher, Joseph E. Gaudio et al.
Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a spectral lines-based approach for estimating parameters of the dynamic model of an autonomous system. Existing literature has treated all unmodeled components of the dynamic system as sub-Gaussian noise and proposed parameter estimation using Gaussian noise-based exogenous signals. In contrast, we allow the unmodeled part to have deterministic unmodeled dynamics, which are almost always present in physical systems, in addition to sub-Gaussian noise. In addition, we propose a deterministic construction of the exogenous signal in order to carry out parameter estimation. We introduce a new tool kit which employs the theory of spectral lines, retains the stochastic setting, and leads to non-asymptotic bounds on the parameter estimation error. Unlike the existing stochastic approach, these bounds are tunable through an optimal choice of the spectrum of the exogenous signal leading to accurate parameter estimation. We also show that this estimation is robust to unmodeled dynamics, a property that is not assured by the existing approach. Finally, we show that under ideal conditions with no unmodeled dynamics, the proposed approach can ensure a $\tilde{O}(\sqrt{T})$ regret, matching existing literature. Experiments are provided to support all theoretical derivations, which show that the spectral lines-based approach outperforms the Gaussian noise-based method when unmodeled dynamics are present, in terms of both parameter estimation error and Regret obtained using the parameter estimates with a Linear Quadratic Regulator in feedback.
Joseph E. Gaudio, Anuradha M. Annaswamy, José M. Moreu et al.
High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with accelerated learning guarantees. Such methods however, have only considered the case of static regressors. There is a significant need for parameter update algorithms which can be proven stable in the presence of adversarial time-varying regressors, as is commonplace in control theory. In this paper, we propose a new discrete time algorithm which 1) provides stability and asymptotic convergence guarantees in the presence of adversarial regressors by leveraging insights from adaptive control theory and 2) provides non-asymptotic accelerated learning guarantees leveraging insights from convex optimization. In particular, our algorithm reaches an $ε$ sub-optimal point in at most $\tilde{\mathcal{O}}(1/\sqrtε)$ iterations when regressors are constant - matching lower bounds due to Nesterov of $Ω(1/\sqrtε)$, up to a $\log(1/ε)$ factor and provides guaranteed bounds for stability when regressors are time-varying. We provide numerical experiments for a variant of Nesterov's provably hard convex optimization problem with time-varying regressors, as well as the problem of recovering an image with a time-varying blur and noise using streaming data.
Joseph E. Gaudio, Anuradha M. Annaswamy, Eugene Lavretsky et al.
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error trajectories to tend exponentially fast towards a compact set whenever excitation conditions are satisfied. This algorithm is employed in a large class of problems where unknown parameters are present and are time-varying. It is shown that this algorithm guarantees global boundedness of the state and parameter errors of the system, and avoids an often used filtering approach for constructing key regressor signals. In addition, intervals of time over which these errors tend exponentially fast toward a compact set are provided, both in the presence of finite and persistent excitation. A projection operator is used to ensure the boundedness of the learning rate matrix, as compared to a time-varying forgetting factor. Numerical simulations are provided to complement the theoretical analysis.
Joseph E. Gaudio, Travis E. Gibson, Anuradha M. Annaswamy et al.
This paper demonstrates many immediate connections between adaptive control and optimization methods commonly employed in machine learning. Starting from common output error formulations, similarities in update law modifications are examined. Concepts in stability, performance, and learning, common to both fields are then discussed. Building on the similarities in update laws and common concepts, new intersections and opportunities for improved algorithm analysis are provided. In particular, a specific problem related to higher order learning is solved through insights obtained from these intersections.
Joseph E. Gaudio, Travis E. Gibson, Anuradha M. Annaswamy et al.
Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent methods unstable or weakens their convergence guarantees. Inspired by methods employed in adaptive control, this paper proposes new algorithms for the case when time-varying features are present, and demonstrates provable performance guarantees. In particular, we develop a unified variational perspective within a continuous time algorithm. This variational perspective includes higher order learning concepts and normalization, both of which stem from adaptive control, and allows stability to be established for dynamical machine learning problems where time-varying features are present. These higher order algorithms are also examined for provably correct learning in adaptive control and identification. Simulations are provided to verify the theoretical results.