Roy S. Smith

Georgios Darivianakis, Angelos Georghiou, Roy S. Smith et al.

The cooperative energy management of aggregated buildings has recently received a great deal of interest due to substantial potential energy savings. These gains are mainly obtained in two ways: (i) Exploiting the load shifting capabilities of the cooperative buildings; (ii) Utilizing the expensive but energy efficient equipment that is commonly shared by the building community (e.g., heat pumps, batteries and photovoltaics). Several deterministic and stochastic control schemes that strive to realize these savings, have been proposed in the literature. A common difficulty with all these methods is integrating knowledge about the disturbances affecting the system. In this context, the underlying disturbance distributions are often poorly characterized based on historical data. In this paper, we address this issue by exploiting the historical data to construct families of distributions which contain these underlying distributions with high confidence. We then employ tools from data-driven robust optimization to formulate a multistage stochastic optimization problem which can be approximated by a finite-dimensional linear program. The proposed method is suitable for tackling large scale systems since its complexity grows polynomially with respect to the system variables. We demonstrate its efficacy in a numerical study, in which it is shown to outperform, in terms of energy cost savings and constraint violations, established solution techniques from the literature. We conclude this study by showing the significant energy gains that are obtained by cooperatively managing a collection of buildings with heterogeneous characteristics.

Efe C. Balta, Andrea Iannelli, Roy S. Smith et al.

In Iterative Learning Control (ILC), a sequence of feedforward control actions is generated at each iteration on the basis of partial model knowledge and past measurements with the goal of steering the system toward a desired reference trajectory. This is framed here as an online learning task, where the decision-maker takes sequential decisions by solving a sequence of optimization problems having only partial knowledge of the cost functions. Having established this connection, the performance of an online gradient-descent based scheme using inexact gradient information is analyzed in the setting of dynamic and static regret, standard measures in online learning. Fundamental limitations of the scheme and its integration with adaptation mechanisms are further investigated, followed by numerical simulations on a benchmark ILC problem.

Angel Romero, Paul N. Beuchat, Yvonne R. Stürz et al.

While Approximate Dynamic Programming has successfully been used in many applications involving discrete states and inputs such as playing the games of Tetris or chess, it has not been used in many continuous state and input space applications. In this paper, we combine Approximate Dynamic Programming techniques and apply them to the continuous, non-linear and high dimensional dynamics of a quadcopter vehicle. We use a polynomial approximation of the dynamics and sum-of-squares programming techniques to compute a family of polynomial value function approximations for different tuning parameters. The resulting approximations to the optimal value function are combined in a point-wise maximum approach, which is used to compute the online policy. The success of the method is demonstrated in both simulations and experiments on a quadcopter. The control performance is compared to a linear time-varying Model Predictive Controller. The two methods are then combined to keep the computational benefits of a short horizon MPC and the long term performance benefits of the Approximate Dynamic Programming value function as the terminal cost.

Neil K. Dhingra, Marcello Colombino, Mihailo R. Jovanović et al.

We consider a class of monotone systems in which the control signal multiplies the state. Among other applications, such bilinear systems can be used to model the evolutionary dynamics of HIV in the presence of combination drug therapy. For this class of systems, we formulate an infinite horizon optimal control problem, prove that the optimal control signal is constant over time, and show that it can be computed by solving a finite-dimensional non-smooth convex optimization problem. We provide an explicit expression for the subdifferential set of the objective function and use a subgradient algorithm to design the optimal controller. We further extend our results to characterize the optimal robust controller for systems with uncertain dynamics and show that computing the robust controller is no harder than computing the nominal controller. We illustrate our results with an example motivated by combination drug therapy.

Anastasios Tsiamis, Mohamed Abdalmoaty, Roy S. Smith et al.

We study non-parametric frequency-domain system identification from a finite-sample perspective. We assume an open loop scenario where the excitation input is periodic and consider the Empirical Transfer Function Estimate (ETFE), where the goal is to estimate the frequency response at certain desired (evenly-spaced) frequencies, given input-output samples. We show that under sub-Gaussian colored noise (in time-domain) and stability assumptions, the ETFE estimates are concentrated around the true values. The error rate is of the order of $\mathcal{O}((d_{\mathrm{u}}+\sqrt{d_{\mathrm{u}}d_{\mathrm{y}}})\sqrt{M/N_{\mathrm{tot}}})$, where $N_{\mathrm{tot}}$ is the total number of samples, $M$ is the number of desired frequencies, and $d_{\mathrm{u}},\,d_{\mathrm{y}}$ are the dimensions of the input and output signals respectively. This rate remains valid for general irrational transfer functions and does not require a finite order state-space representation. By tuning $M$, we obtain a $N_{\mathrm{tot}}^{-1/3}$ finite-sample rate for learning the frequency response over all frequencies in the $ \mathcal{H}_{\infty}$ norm. Our result draws upon an extension of the Hanson-Wright inequality to semi-infinite matrices. We study the finite-sample behavior of ETFE in simulations.

Mohamed Abdalmoaty, Efe C. Balta, John Lygeros et al.

It is well known that ignoring the presence of stochastic disturbances in the identification of stochastic Wiener models leads to asymptotically biased estimators. On the other hand, optimal statistical identification, via likelihood-based methods, is sensitive to the assumptions on the data distribution and is usually based on relatively complex sequential Monte Carlo algorithms. We develop a simple recursive online estimation algorithm based on an output-error predictor, for the identification of continuous-time stochastic parametric Wiener models through stochastic approximation. The method is applicable to generic model parameterizations and, as demonstrated in the numerical simulation examples, it is robust with respect to the assumptions on the spectrum of the disturbance process.

Felix Bünning, Benjamin Huber, Adrian Schalbetter et al.

Because physics-based building models are difficult to obtain as each building is individual, there is an increasing interest in generating models suitable for building MPC directly from measurement data. Machine learning methods have been widely applied to this problem and validated mostly in simulation; there are, however, few studies on a direct comparison of different models or validation in real buildings to be found in the literature. Methods that are indeed validated in application often lead to computationally complex non-convex optimization problems. Here we compare physics-informed Autoregressive-Moving-Average with Exogenous Inputs (ARMAX) models to Machine Learning models based on Random Forests and Input Convex Neural Networks and the resulting convex MPC schemes in experiments on a practical building application with the goal of minimizing energy consumption while maintaining occupant comfort, and in a numerical case study. We demonstrate that Predictive Control in general leads to savings between 26% and 49% of heating and cooling energy, compared to the building's baseline hysteresis controller. Moreover, we show that all model types lead to satisfactory control performance in terms of constraint satisfaction and energy reduction. However, we also see that the physics-informed ARMAX models have a lower computational burden, and a superior sample efficiency compared to the Machine Learning based models. Moreover, even if abundant training data is available, the ARMAX models have a significantly lower prediction error than the Machine Learning models, which indicates that the encoded physics-based prior of the former cannot independently be found by the latter.

Yvonne R. Stürz, Mohammad Khosravi, Roy S. Smith

Tensioned cable nets can be used as supporting structures for the efficient construction of lightweight building elements, such as thin concrete shell structures. To guarantee important mechanical properties of the latter, the tolerances on deviations of the tensioned cable net geometry from the desired target form are very tight. Therefore, the form needs to be readjusted on the construction site. In order to employ model-based optimization techniques, the precise identification of important uncertain model parameters of the cable net system is required. This paper proposes the use of Gaussian process regression to learn the function that maps the cable net geometry to the uncertain parameters. In contrast to previously proposed methods, this approach requires only a single form measurement for the identification of the cable net model parameters. This is beneficial since measurements of the cable net form on the construction site are very expensive. For the training of the Gaussian processes, simulated data is efficiently computed via convex programming. The effectiveness of the proposed method and the impact of the precise identification of the parameters on the form of the cable net are demonstrated in numerical experiments on a quarter-scale prototype of a roof structure.