Dragan Nešić

Seth 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.

Seth 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.

Seth 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.

Seth 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.

Tianci Yang, Carlos Murguia, Margreta Kuijper et al.

We address the problem of robust state estimation of a class of discrete-time nonlinear systems with positive-slope nonlinearities when the sensors are corrupted by (potentially unbounded) attack signals and bounded measurement noise. We propose an observer-based estimator, using a bank of circle-criterion observers, which provides a robust estimate of the system state in spite of sensor attacks and measurement noise. We first consider the attack-free case where there is measurement noise and we provide a design method for a robust circle-criterion observer. Then, we consider the case when a sufficiently small subset of sensors are subject to attacks and all sensors are affected by measurement noise. We use our robust circle-criterion observer as the main ingredient in building an estimator that provides robust state estimation in this case. Finally, we propose an algorithm for isolating attacked sensors in the case of bounded measurement noise. We test this algorithm through simulations.

Tianci Yang, Carlos Murguia, Margreta Kuijper et al.

We address the problem of attack detection and isolation for a class of discrete-time nonlinear systems under (potentially unbounded) sensor attacks and measurement noise. We consider the case when a subset of sensors is subject to additive false data injection attacks. Using a bank of observers, each observer leading to an Input-to-State Stable (ISS) estimation error, we propose two algorithms for detecting and isolating sensor attacks. These algorithms make use of the ISS property of the observers to check whether the trajectories of observers are `consistent' with the attack-free trajectories of the system. Simulations results are presented to illustrate the performance of the proposed algorithms.