Bayesian nonparametric adaptive control of time-varying systems using Gaussian processes

Real-world dynamical variations make adaptive control of time-varying systems highly relevant. However, most adaptive control literature focuses on analyzing systems where the uncertainty is represented as a weighted linear combination of fixed number of basis functions, with constant weights. One approach to modeling time variations is to assume time varying ideal weights, and use difference integration to accommodate weight variation. However, this approach reactively suppresses the uncertainty, and has little ability to predict system behavior locally. We present an alternate formulation by leveraging Bayesian nonparametric Gaussian Process adaptive elements. We show that almost surely bounded adaptive controllers for a class of nonlinear time varying system can be formulated by incorporating time as an additional input to the Gaussian kernel. Analysis and simulations show that the learning-enabled local predictive ability of our adaptive controllers significantly improves performance.

[1]  Gunnar Rätsch,et al.  An introduction to kernel-based learning algorithms , 2001, IEEE Trans. Neural Networks.

[2]  P. A. Cook DIRECT ADAPTIVE CONTROL OF NONLINEAR SYSTEMS , 1989 .

[3]  Bernhard Schölkopf,et al.  A Generalized Representer Theorem , 2001, COLT/EuroCOLT.

[4]  Girish Chowdhary,et al.  Model reference adaptive control using nonparametric adaptive elements , 2012 .

[5]  Petros A. Ioannou,et al.  Robust Adaptive Control , 2012 .

[6]  Petros A. Ioannou,et al.  Adaptive Systems with Reduced Models , 1983 .

[7]  Anuradha M. Annaswamy,et al.  Adaptive control of simple time-varying systems , 1989, Proceedings of the 28th IEEE Conference on Decision and Control,.

[8]  Wayne C. Durham Constrained Control Allocation , 1992 .

[9]  Petros A. Ioannou,et al.  Linear Time-Varying Systems: Control and Adaptation , 1992 .

[10]  G. Goodwin,et al.  Adaptive control of time-varying linear systems , 1988 .

[11]  Girish Chowdhary,et al.  A Bayesian nonparametric approach to adaptive control using Gaussian Processes , 2013, 52nd IEEE Conference on Decision and Control.

[12]  Christopher K. I. Williams,et al.  Gaussian Processes for Machine Learning (Adaptive Computation and Machine Learning) , 2005 .

[13]  Miroslav Krstic,et al.  Control of Wing Rock Motion Using Adaptive Feedback Linearization , 1996 .

[14]  Carl E. Rasmussen,et al.  Occam's Razor , 2000, NIPS.

[15]  Girish Chowdhary,et al.  A reproducing Kernel Hilbert Space approach for the online update of Radial Bases in neuro-adaptive control , 2011, IEEE Conference on Decision and Control and European Control Conference.

[16]  Anuradha M. Annaswamy,et al.  Stable Adaptive Systems , 1989 .

[17]  Tao Zhang,et al.  Direct adaptive control of non-affine nonlinear systems using multilayer neural networks , 1998, Proceedings of the 1998 American Control Conference. ACC (IEEE Cat. No.98CH36207).

[18]  Karl Johan Åström,et al.  Adaptive Control , 1989, Embedded Digital Control with Microcontrollers.

[19]  Riccardo Marino,et al.  Adaptive control of linear time-varying systems , 2003, Autom..

[20]  Jian-Xin Xu,et al.  A new periodic adaptive control approach for time-varying parameters with known periodicity , 2004, IEEE Transactions on Automatic Control.

[21]  Robert M. Sanner,et al.  Gaussian Networks for Direct Adaptive Control , 1991, 1991 American Control Conference.

[22]  A. Saad Simulation and Analysis of Wing Rock Physics for a Generic Fighter Model with Three Degrees-of-Freedom , 2000 .

[23]  B. Delyon,et al.  Adaptive control of a simple time-varying system , 1992 .

[24]  Lehel Csató,et al.  Sparse On-Line Gaussian Processes , 2002, Neural Computation.

[25]  Nakwan Kim Improved Methods in Neural Network-Based Adaptive Output Feedback Control, with Applications to Flight Control , 2003 .

[26]  R. Khasminskii Stochastic Stability of Differential Equations , 1980 .

[27]  Anthony J. Calise,et al.  Derivative-Free Model Reference Adaptive Control , 2010 .

[28]  Gang Tao,et al.  Adaptive Control Design and Analysis , 2003 .