Noise Handling in Data-Driven Predictive Control: A Strategy Based on Dynamic Mode Decomposition

Abstract

A major issue when exploiting data for direct control design is noise handling, since overlooking or improperly treating noise might have a catastrophic impact on closed-loop performance. Nonetheless, standard approaches to mitigate its effect might not be easily applicable for data-driven control design, since they often require tuning a set of hyper-parameters via potentially unsafe closed-loop experiments. By focusing on data-driven predictive control, we propose a noise handling approach based on truncated dynamic mode decomposition, along with an automatic tuning strategy for its hyper-parameters. By leveraging on pre-processing only, the proposed approach allows one to avoid dangerous closed-loop calibrations while being effective in coping with noise, as illustrated on a benchmark simulation example.

Cite

Text

Sassella et al. "Noise Handling in Data-Driven Predictive Control: A Strategy Based on Dynamic Mode Decomposition." Proceedings of The 4th Annual Learning for Dynamics and Control Conference, 2022.

Markdown

[Sassella et al. "Noise Handling in Data-Driven Predictive Control: A Strategy Based on Dynamic Mode Decomposition." Proceedings of The 4th Annual Learning for Dynamics and Control Conference, 2022.](https://mlanthology.org/l4dc/2022/sassella2022l4dc-noise/)

BibTeX

@inproceedings{sassella2022l4dc-noise,
  title     = {{Noise Handling in Data-Driven Predictive Control: A Strategy Based on Dynamic Mode Decomposition}},
  author    = {Sassella, Andrea and Breschi, Valentina and Formentin, Simone},
  booktitle = {Proceedings of The 4th Annual Learning for Dynamics and Control Conference},
  year      = {2022},
  pages     = {74-85},
  volume    = {168},
  url       = {https://mlanthology.org/l4dc/2022/sassella2022l4dc-noise/}
}