Shengling Shi

Shengling Shi, Giulio Bottegal, Paul M. J. Van den Hof

In networks of dynamic systems, one challenge is to identify the interconnection structure on the basis of measured signals. Inspired by a Bayesian approach in [1], in this paper, we explore a Bayesian model selection method for identifying the connectivity of networks of transfer functions, without the need to estimate the dynamics. The algorithm employs a Bayesian measure and a forward-backward search algorithm. To obtain the Bayesian measure, the impulse responses of network modules are modeled as Gaussian processes and the hyperparameters are estimated by marginal likelihood maximization using the expectation-maximization algorithm. Numerical results demonstrate the effectiveness of this method.

Shengling Shi, Othmane Mazhar, Bart De Schutter

For the identification of switched systems with a measured switching signal, this work aims to analyze the effect of switching strategies on the estimation error. The data for identification is assumed to be collected from globally asymptotically or marginally stable switched systems under switches that are arbitrary or subject to an average dwell time constraint. Then the switched system is estimated by the least-squares (LS) estimator. To capture the effect of the parameters of the switching strategies on the LS estimation error, finite-sample error bounds are developed in this work. The obtained error bounds show that the estimation error is logarithmic of the switching parameters when there are only stable modes; however, when there are unstable modes, the estimation error bound can increase linearly as the switching parameter changes. This suggests that in the presence of unstable modes, the switching strategy should be properly designed to avoid the significant increase of the estimation error.

Archith Athrey, Othmane Mazhar, Meichen Guo et al.

In this paper, we analyze the regret incurred by a computationally efficient exploration strategy, known as naive exploration, for controlling unknown partially observable systems within the Linear Quadratic Gaussian (LQG) framework. We introduce a two-phase control algorithm called LQG-NAIVE, which involves an initial phase of injecting Gaussian input signals to obtain a system model, followed by a second phase of an interplay between naive exploration and control in an episodic fashion. We show that LQG-NAIVE achieves a regret growth rate of $\tilde{\mathcal{O}}(\sqrt{T})$, i.e., $\mathcal{O}(\sqrt{T})$ up to logarithmic factors after $T$ time steps, and we validate its performance through numerical simulations. Additionally, we propose LQG-IF2E, which extends the exploration signal to a `closed-loop' setting by incorporating the Fisher Information Matrix (FIM). We provide compelling numerical evidence of the competitive performance of LQG-IF2E compared to LQG-NAIVE.

Shengling Shi, Anastasios Tsiamis, Bart De Schutter

This work analyzes how the trade-off between the modeling error, the terminal value function error, and the prediction horizon affects the performance of a nominal receding-horizon linear quadratic (LQ) controller. By developing a novel perturbation result of the Riccati difference equation, a novel performance upper bound is obtained and suggests that for many cases, the prediction horizon can be either one or infinity to improve the control performance, depending on the relative difference between the modeling error and the terminal value function error. The result also shows that when an infinite horizon is desired, a finite prediction horizon that is larger than the controllability index can be sufficient for achieving a near-optimal performance, revealing a close relation between the prediction horizon and controllability. The obtained suboptimality performance upper bound is applied to provide novel sample complexity and regret guarantees for nominal receding-horizon LQ controllers in a learning-based setting. We show that an adaptive prediction horizon that increases as a logarithmic function of time is beneficial for regret minimization.

Changrui Liu, Shengling Shi, Anil Alan et al.

Efficient energy management is essential for reliable and sustainable microgrid operation amid increasing renewable integration. This paper proposes an imitation learning-based framework to approximate mixed-integer Economic Model Predictive Control (EMPC) for microgrid energy management. The proposed method trains a neural network to imitate expert EMPC control actions from offline trajectories, enabling fast, real-time decision making without solving optimization problems online. To enhance robustness and generalization, the learning process includes noise injection during training to mitigate distribution shift and explicitly incorporates forecast uncertainty in renewable generation and demand. Simulation results demonstrate that the learned policy achieves economic performance comparable to EMPC while only requiring $10\%$ of the computation time of optimization-based EMPC in practice.