ECE Seminar - Minimum Sample Data for Direct Data-driven Analysis and Adaptive LQR Design of Unknown Linear Systems

4:30pm - 5:30pm
Room 4472 (lift 25/26), Academic Building, HKUST

Abstract: Modern control theory has been firmly rooted in the state-space model, and then adopts system identification (SysId) followed by model-based control design methods. In this talk, we are motivated by two questions that possibly promote rethinking of this foundation: (a) whether SysId is indispensable to control design, and (b) if not, can we address it in a direct data-driven fashion (bypassing the SysId step)? In particular, via a new concept of sufficient richness of input sectional data, we first establish the necessary and sufficient condition for the minimum sample data for property ID (system analysis) of unknown linear systems. Specifically, the input sectional data is sufficiently rich for property ID if and only if it spans a linear subspace that contains a property dependent minimum linear subspace, any basis of which can also be easily used to form the minimum excitation input. Interestingly, we show that many structural properties can be identified with the minimum input that is however unable to complete SysId. Then, we propose an optimal data-enabled LQR formulation in the sense of achieving minimum regret of the quadratic cost, and design a novel data-enabled policy optimization (DeePO) method using only a batch of online persistently exciting (PE) data. Finally, we numerically validate the theoretical results and demonstrate the computational and sample efficiency of our method.

Event Format
Speakers / Performers:
Prof. Keyou You
Tsinghua University

Prof. Keyou You received the B.S. degree in Statistical Science from Sun Yat-sen University, Guangzhou, China, in 2007 and the Ph.D. degree in Electrical and Electronic Engineering from Nanyang Technological University (NTU), Singapore, in 2012. After briefly working as a Research Fellow at NTU, he joined Tsinghua University in Beijing, China where he is now a Full Professor in the Department of Automation. He held visiting positions at Politecnico di Torino, Hong Kong University of Science and Technology, University of Melbourne and etc. Prof. You’s research interests focus on the intersections between control, optimization and learning as well as their applications in autonomous systems. He received the Guan Zhaozhi award at the 29th Chinese Control Conference in 2010 and the ACA (Asian Control Association) Temasek Young Educator Award in 2019. He received the National Science Funds for Excellent Young Scholars in 2017, and for Distinguished Young Scholars in 2023. Currently, he is an Associate Editor for Automatica, IEEE Transactions on Control of Network Systems, and IEEE Transactions on Cybernetics.

Department of Electronic & Computer Engineering
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