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P. Mohajerin Esfahani

58 records found

This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under both disturbances and stochastic noise. To ...
We propose a method for learning decision makers’ behavior in routing problems using inverse optimization (IO). The IO framework falls into the supervised learning category and builds on the premise that the target behavior is an optimizer of an unknown cost function. This cost f ...
This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time) internal state–space representation (a ...
We propose a frequency-domain state representation to improve the performance and reduce the computation and data requirements of reinforcement learning. This approach is tailored to tracking tasks of periodic trajectories. We apply the proposed methodology to an active knee pros ...

Distributionally Robust Model Predictive Control

Closed-loop Guarantees and Scalable Algorithms

We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard assumptions for the terminal cost and co ...
Ground fault detection in inverter-based microgrid (IBM) systems is challenging, particularly in a real-time setting, as the fault current deviates slightly from the nominal value. This difficulty is reinforced when there are partially decoupled disturbances and modeling uncertai ...
This article focuses on a class of distributionally robust optimization (DRO) problems where, unlike the growing body of the literature, the objective function is potentially nonlinear in the distribution. Existing methods to optimize nonlinear functions in probability space use ...
This paper considers the problem of fault estimation in linear time-invariant systems when actuators are subject to unknown additive faults. A data-driven approach is proposed to design an inverse-system-based filter for reconstructing fault signals when the underlying fault subs ...

Linear Time-Varying Parameter Estimation

Maximum A Posteriori Approach via Semidefinite Programming

We study the problem of identifying a linear time-varying output map from measurements and linear time-varying system states, which are perturbed with Gaussian observation noise and process uncertainty, respectively. Employing a stochastic model as prior knowledge for the paramet ...
We study the data-driven finite-horizon linear quadratic regularization (LQR) problem reformulated as a semidefinite program (SDP). Our contribution is to propose two novel accelerated first-order methods for solving the resulting SDP. Our methods enjoy adaptive stepsize and adap ...
We present a framework for learning of modeling uncertainties in Linear Time Invariant (LTI) systems to improve the predictive capacity of system models in the input-output sense. First, we propose a methodology to extend the LTI model with an uncertainty model. The proposed fram ...
We propose two novel numerical schemes for the approximate implementation of the dynamic programming (DP) operation concerned with finite-horizon optimal control of discrete-time systems with input-affine dynamics. The proposed algorithms involve discretization of the state and i ...
This paper addresses the problem of robust process and sensor fault reconstruction for nonlinear systems. The proposed method augments the system dynamics with an approximated internal linear model of the combined contribution of known nonlinearities and unknown faults - leading ...

Adaptive Composite Online Optimization

Predictions in Static and Dynamic Environments

In the past few years, online convex optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this article, we propose new step-size rules and OCO algorithms that simultaneously exp ...
We study a diagnosis scheme to reliably detect the active mode of discrete-time, switched affine systems in the presence of measurement noise and asynchronous switching. The proposed scheme consists of two parts: (i) the construction of a bank of filters, and (ii) the introductio ...
We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The proposed model can be viewed as a zero-sum game between a statistician choosing an estimator—that is, a m ...

Robust Output Regulation

Optimization-Based Synthesis and Event-Triggered Implementation

In this article, we investigate the problem of practical output regulation, i.e., to design a controller that brings the system output in the vicinity of a desired target value while keeping the other variables bounded. We consider uncertain systems that are possibly nonlinear an ...
In this paper, we present a methodology for actuator and sensor fault estimation in nonlinear systems. The method consists of augmenting the system dynamics with an approximated ultra-local model (a finite chain of integrators) for the fault vector and constructing a Nonlinear Un ...
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a p-dimensional Gaussian random vector from n independent samples. The proposed model minimizes the worst case (maximum) of Stein’ ...
Multi-sensor networks are becoming more and more popular in order to assess the post-occupancy performance of smart buildings, since they enable continuous monitoring with a high spatial resolution of the occupancy, thermal comfort and indoor air quality. An urgent, but poorly at ...