Feedback Control for Systems with Uncertain Parameters Using Online-Adaptive Reduced Models

Abstract

We consider control and stabilization for large-scale dynamical systems with uncertain, time-varying parameters. The time-critical task of controlling a dynamical system poses major challenges: using large-scale models is prohibitive, and accurately inferring parameters can be expensive, too. We address both problems by proposing an offine-online strategy for controlling systems with time- varying parameters. During the offine phase, we use a high-fidelity model to compute a library of optimal feedback controller gains over a sampled set of parameter values. Then, during the online phase, in which the uncertain parameter changes over time, we learn a reduced-order model from system data. The learned reduced-order model is employed within an optimization routine to update the feedback control throughout the online phase. Since the system data naturally reects the uncertain parameter, the data-driven updating of the controller gains is achieved without an explicit parameter estimation step. We consider two numerical test problems in the form of partial differential equations: a convection-diffusion system, and a model for ow through a porous medium. We demonstrate on those models that the proposed method successfully stabilizes the system model in the presence of process noise.