SYSep 15, 2022
Learning-Based Adaptive Control for Stochastic Linear Systems with Input ConstraintsSeth Siriya, Jingge Zhu, Dragan Nešić et al.
We propose a certainty-equivalence scheme for adaptive control of scalar linear systems subject to additive, i.i.d. Gaussian disturbances and bounded control input constraints, without requiring prior knowledge of the bounds of the system parameters, nor the control direction. Assuming that the system is at-worst marginally stable, mean square boundedness of the closed-loop system states is proven. Lastly, numerical examples are presented to illustrate our results.
SYApr 2, 2023
Stability Bounds for Learning-Based Adaptive Control of Discrete-Time Multi-Dimensional Stochastic Linear Systems with Input ConstraintsSeth Siriya, Jingge Zhu, Dragan Nešić et al.
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To address this challenge, we propose a certainty-equivalent control scheme which combines online parameter estimation with saturated linear control. We establish the existence of a high probability stability bound on the closed-loop system, under additional assumptions on the system and noise processes. Finally, numerical examples are presented to illustrate our results.
67.1SYMay 12
Estimating Hormone Concentrations in the Pituitary-Thyroid Feedback Loop from Irregularly Sampled MeasurementsSeth Siriya, Tobias M. Wolff, Isabelle Krauss et al.
Model-based control techniques have recently been investigated for the recommendation of medication dosages to address thyroid diseases. These techniques often rely on knowledge of internal hormone concentrations that cannot be measured from blood samples. Moreover, the measurable concentrations are typically only obtainable at irregular sampling times. In this work, we empirically verify a notion of sample-based detectability that accounts for irregular sampling of the measurable concentrations on two pituitary-thyroid loop models representing patients with hypo- and hyperthyroidism, respectively, and include the internal concentrations as states. We then implement sample-based moving horizon estimation for the models, and test its performance on virtual patients across a range of sampling schemes. Our study shows robust stability of the estimator across all scenarios, and that more frequent sampling leads to less estimation error in the presence of model uncertainty and misreported dosages.
ROSep 28, 2023
Task-Oriented Koopman-Based Control with Contrastive EncoderXubo Lyu, Hanyang Hu, Seth Siriya et al.
We present task-oriented Koopman-based control that utilizes end-to-end reinforcement learning and contrastive encoder to simultaneously learn the Koopman latent embedding, operator, and associated linear controller within an iterative loop. By prioritizing the task cost as the main objective for controller learning, we reduce the reliance of controller design on a well-identified model, which, for the first time to the best of our knowledge, extends Koopman control from low to high-dimensional, complex nonlinear systems, including pixel-based tasks and a real robot with lidar observations. Code and videos are available \href{https://sites.google.com/view/kpmlilatsupp/}{here}.
SYNov 21, 2025
A Framework for Adaptive Stabilisation of Nonlinear Stochastic SystemsSeth Siriya, Jingge Zhu, Dragan Nešić et al.
We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within an informative region of the state space when the parameter is well-chosen, we propose a certainty equivalence learning-based adaptive control strategy, and subsequently derive stability bounds on the closed-loop system that hold for some probabilities. We then show that if the entire state space is informative, and the family of controllers is globally stabilising with appropriately chosen parameters, high probability stability guarantees can be derived.
SYDec 5, 2024
Non-Asymptotic Bounds for Closed-Loop Identification of Unstable Nonlinear Stochastic SystemsSeth Siriya, Jingge Zhu, Dragan Nešić et al.
We consider the problem of least squares parameter estimation from single-trajectory data for discrete-time, unstable, closed-loop nonlinear stochastic systems, with linearly parameterised uncertainty. Assuming a region of the state space produces informative data, and the system is sub-exponentially unstable, we establish non-asymptotic guarantees on the estimation error at times where the state trajectory evolves in this region. If the whole state space is informative, high probability guarantees on the error hold for all times. Examples are provided where our results are useful for analysis, but existing results are not.
LGNov 4, 2020
Optimal Control-Based Baseline for Guided Exploration in Policy Gradient MethodsXubo Lyu, Site Li, Seth Siriya et al.
In this paper, a novel optimal control-based baseline function is presented for the policy gradient method in deep reinforcement learning (RL). The baseline is obtained by computing the value function of an optimal control problem, which is formed to be closely associated with the RL task. In contrast to the traditional baseline aimed at variance reduction of policy gradient estimates, our work utilizes the optimal control value function to introduce a novel aspect to the role of baseline -- providing guided exploration during policy learning. This aspect is less discussed in prior works. We validate our baseline on robot learning tasks, showing its effectiveness in guided exploration, particularly in sparse reward environments.