Probabilistic and Data-Driven Approaches in Robust Control and System Identification

Report on Current Developments in the Research Area

General Direction of the Field

The recent advancements in the research area are marked by a significant shift towards probabilistic and data-driven methodologies, particularly in the context of robust control and system identification. The field is witnessing a convergence of traditional control theory with modern statistical learning techniques, leading to more adaptive and efficient control schemes. This trend is evident in the development of novel algorithms that leverage finite stochastic data and probabilistic uncertainty models to provide robust and reliable control solutions.

One of the key innovations is the integration of probabilistic frameworks into robust control theory. This involves the quantification of uncertainty in system models and the development of stochastic distance metrics, such as the chordal distance in the complex plane, to assess the robustness of control systems. These probabilistic approaches not only enhance the theoretical understanding of robust control but also pave the way for more practical and scalable solutions.

Another notable direction is the increasing use of data-driven techniques for system identification and control. The field is moving towards end-to-end algorithms that can handle noisy and possibly unbounded data, providing stability guarantees and finite sample error bounds. These algorithms are designed to be computationally efficient and sample-efficient, making them suitable for real-world applications where data availability is limited and noise is prevalent.

The application of Koopman operator theory is also gaining traction, particularly in the context of nonlinear system identification and control. Recent work has focused on improving the accuracy and robustness of Koopman operator-based models by defining them in weighted function spaces and leveraging probabilistic bounds on learning errors. This approach not only enhances the predictive capabilities of Koopman operators but also extends their applicability to a broader range of nonlinear systems.

Noteworthy Papers

  • Stereographic Projection of Probabilistic Frequency-Domain Uncertainty: Introduces a stochastic distance framework that opens up new research directions in probabilistic robust control theory.
  • End-to-end guarantees for indirect data-driven control of bilinear systems with finite stochastic data: Proposes an innovative algorithm with stability guarantees and finite sample error bounds, showcasing connections to Koopman operator theory.
  • Koopman Operator in the Weighted Function Spaces and its Learning for the Estimation of Lyapunov and Zubov Functions: Enhances the robustness and accuracy of Koopman operator-based models, providing probabilistic bounds on learning errors.

Sources

Stereographic Projection of Probabilistic Frequency-Domain Uncertainty

End-to-end guarantees for indirect data-driven control of bilinear systems with finite stochastic data

Robust and efficient data-driven predictive control

A simple controller design to achieve iso-damping robustness: Non-iterative data-driven approach based on fractional-order reference model

Koopman Operator in the Weighted Function Spaces and its Learning for the Estimation of Lyapunov and Zubov Functions

Uncertainty Modelling and Robust Observer Synthesis using the Koopman Operator

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