A Convex Approach to Data-Driven Optimal Control via Perron-Frobenius and Koopman Operators
This article is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system dynamics is available in the form of time-series data. We...
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| Vydáno v: | IEEE transactions on automatic control Ročník 67; číslo 9; s. 4778 - 4785 |
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| Hlavní autoři: | , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
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New York
IEEE
01.09.2022
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
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| ISSN: | 0018-9286, 1558-2523 |
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| Abstract | This article is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system dynamics is available in the form of time-series data. We provide a convex formulation for the optimal control problem (OCP) of the nonlinear system. The convex formulation relies on the duality result in the dynamical system's stability theory involving density function and Perron-Frobenius operator. We formulate the OCP as an infinite-dimensional convex optimization program. The finite-dimensional approximation of the optimization problem relies on the recent advances made in the Koopman operator's data-driven computation, which is dual to the Perron-Frobenius operator. Simulation results are presented to demonstrate the application of the developed framework. |
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| AbstractList | This article is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system dynamics is available in the form of time-series data. We provide a convex formulation for the optimal control problem (OCP) of the nonlinear system. The convex formulation relies on the duality result in the dynamical system’s stability theory involving density function and Perron–Frobenius operator. We formulate the OCP as an infinite-dimensional convex optimization program. The finite-dimensional approximation of the optimization problem relies on the recent advances made in the Koopman operator’s data-driven computation, which is dual to the Perron–Frobenius operator. Simulation results are presented to demonstrate the application of the developed framework. |
| Author | Vaidya, Umesh Huang, Bowen |
| Author_xml | – sequence: 1 givenname: Bowen orcidid: 0000-0003-2339-1123 surname: Huang fullname: Huang, Bowen email: bowen.h@pnnl.gov organization: Department of Mechanical Engineering, Clemson University, Clemson, SC, USA – sequence: 2 givenname: Umesh orcidid: 0000-0002-0483-4921 surname: Vaidya fullname: Vaidya, Umesh email: uvaidya@clemson.edu organization: Department of Mechanical Engineering, Clemson University, Clemson, SC, USA |
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| SubjectTerms | Approximation algorithms Computational geometry Control systems Convex optimization Convexity data-driven control Dynamic stability Dynamical systems Heuristic algorithms linear operator approach Markov processes Nonlinear control Nonlinear systems Numerical stability Optimal control Optimization Stability criteria System dynamics |
| Title | A Convex Approach to Data-Driven Optimal Control via Perron-Frobenius and Koopman Operators |
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