Convex Parameterizations and Fidelity Bounds for Nonlinear Identification and Reduced-Order Modelling

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear black-box techniques. Direct optimization of the long-term predictions, often called simulation error minimization, leads to optimization problems that are generally non-convex in the model parameters and suffer from multiple local minima. In this work we present methods which address these problems through convex optimization, based on Lagrangian relaxation, dissipation inequalities, contraction theory, and semidefinite programming. We demonstrate the proposed methods with a model order reduction task for electronic circuit design and the identification of a pneumatic actuator from experiment.

Technical Report: Convex Optimization of Nonlinear Feedback Controllers via Occupation Measures

In this paper, we present an approach for designing feedback controllers for polynomial systems that maximize the size of the time-limited backwards reachable set (BRS). We rely on the notion of occupation measures to pose the synthesis problem as an infinite dimensional linear program (LP) and provide finite dimensional approximations of this LP in terms of semidefinite programs (SDPs). The solution to each SDP yields a polynomial control policy and an outer approximation of the largest achievable BRS. In contrast to traditional Lyapunov based approaches which are non-convex and require feasible initialization, our approach is convex and does not require any form of initialization. The resulting time-varying controllers and approximated reachable sets are well-suited for use in a trajectory library or feedback motion planning algorithm. We demonstrate the efficacy and scalability of our approach on five nonlinear systems.

Stable Nonlinear Identification From Noisy Repeated Experiments via Convex Optimization

This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small set of repeated experiments with suitably independent measurement noise is available. Stability of the estimated models is guaranteed without any assumptions on the input-output data. We first present a convex optimization scheme for identifying stable state-space models from empirical moments. Next, we provide a method for using repeated experiments to remove the effect of noise on these moment and model estimates. The technique is demonstrated on a simple simulated example.

Identification of Nonlinear Systems with Stable Limit Cycles via Convex Optimization

We propose a convex optimization procedure for black-box identification of nonlinear state-space models for systems that exhibit stable limit cycles (unforced periodic solutions). It extends the robust identification error framework in which a convex upper bound on simulation error is optimized to fit rational polynomial models with a strong stability guarantee. In this work, we relax the stability constraint using the concepts of transverse dynamics and orbital stability, thus allowing systems with autonomous oscillations to be identified. The resulting optimization problem is convex, and can be formulated as a semidefinite program. A simulation-error bound is proved without assuming that the true system is in the model class, or that the number of measurements goes to infinity. Conditions which guarantee existence of a unique limit cycle of the model are proved and related to the model class that we search over. The method is illustrated by identifying a high-fidelity model from experimental recordings of a live rat hippocampal neuron in culture.

Invariant Funnels around Trajectories using Sum-of-Squares Programming

This paper presents numerical methods for computing regions of finite-time invariance (funnels) around solutions of polynomial differential equations. First, we present a method which exactly certifies sufficient conditions for invariance despite relying on approximate trajectories from numerical integration. Our second method relaxes the constraints of the first by sampling in time. In applications, this can recover almost identical funnels but is much faster to compute. In both cases, funnels are verified using Sum-of-Squares programming to search over a family of time-varying polynomial Lyapunov functions. Initial candidate Lyapunov functions are constructed using the linearization about the trajectory, and associated time-varying Lyapunov and Riccati differential equations. The methods are compared on stabilized trajectories of a six-state model of a satellite.

Regions of Attraction for Hybrid Limit Cycles of Walking Robots

This paper illustrates the application of recent research in region-of-attraction analysis for nonlinear hybrid limit cycles. Three example systems are analyzed in detail: the van der Pol oscillator, the rimless wheel, and the compass gait, the latter two being simplified models of underactuated walking robots. The method used involves decomposition of the dynamics about the target cycle into tangential and transverse components, and a search for a Lyapunov function in the transverse dynamics using sum-of-squares analysis (semidefinite programming). Each example illuminates different aspects of the procedure, including optimization of transversal surfaces, the handling of impact maps, optimization of the Lyapunov function, and orbitally-stabilizing control design.

Convex Optimization In Identification Of Stable Non-Linear State Space Models

A new framework for nonlinear system identification is presented in terms of optimal fitting of stable nonlinear state space equations to input/output/state data, with a performance objective defined as a measure of robustness of the simulation error with respect to equation errors. Basic definitions and analytical results are presented. The utility of the method is illustrated on a simple simulation example as well as experimental recordings from a live neuron.