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RDS-DeePC: Robust Data Selection for Data-Enabled Predictive Control via Sensitivity Score

Jiachen Li, Shihao Li

TL;DR

RDS-DeePC tackles the dual problems of computational burden and data-quality sensitivity in Data-Enabled Predictive Control by introducing a sensitivity score derived from influence functions. By selecting the K lowest-sensitivity trajectory segments, the method achieves substantial real-time speedups and automatic outlier filtering without requiring data labels. The approach extends from LTI systems (offline sensitivity analysis plus online reduced optimization) to nonlinear dynamics via a two-stage locality-then-robust selection, accelerated by LiSSA. Experimental results on a DC motor and an inverted pendulum validate significant robustness improvements under data corruption and dramatic computational savings, highlighting practical impact for data-driven predictive control.

Abstract

Data-Enabled Predictive Control (DeePC) offers a powerful model-free approach to predictive control, but faces two fundamental challenges: computational complexity scaling cubically with dataset size, and severe performance degradation from corrupted data. This paper introduces Robust Data Selection DeePC (RDS-DeePC), which addresses both challenges through influence function analysis. We derive a sensitivity score quantifying each trajectory segment's leverage on the optimization solution, proving that high-sensitivity segments correspond to outliers while low-sensitivity segments represent consistent data. By selecting low-sensitivity segments, RDS-DeePC achieves computational efficiency and automatic outlier filtering without requiring data quality labels. For nonlinear systems, we extend the framework through a two-stage online selection approach accelerated by the LiSSA algorithm.

RDS-DeePC: Robust Data Selection for Data-Enabled Predictive Control via Sensitivity Score

TL;DR

RDS-DeePC tackles the dual problems of computational burden and data-quality sensitivity in Data-Enabled Predictive Control by introducing a sensitivity score derived from influence functions. By selecting the K lowest-sensitivity trajectory segments, the method achieves substantial real-time speedups and automatic outlier filtering without requiring data labels. The approach extends from LTI systems (offline sensitivity analysis plus online reduced optimization) to nonlinear dynamics via a two-stage locality-then-robust selection, accelerated by LiSSA. Experimental results on a DC motor and an inverted pendulum validate significant robustness improvements under data corruption and dramatic computational savings, highlighting practical impact for data-driven predictive control.

Abstract

Data-Enabled Predictive Control (DeePC) offers a powerful model-free approach to predictive control, but faces two fundamental challenges: computational complexity scaling cubically with dataset size, and severe performance degradation from corrupted data. This paper introduces Robust Data Selection DeePC (RDS-DeePC), which addresses both challenges through influence function analysis. We derive a sensitivity score quantifying each trajectory segment's leverage on the optimization solution, proving that high-sensitivity segments correspond to outliers while low-sensitivity segments represent consistent data. By selecting low-sensitivity segments, RDS-DeePC achieves computational efficiency and automatic outlier filtering without requiring data quality labels. For nonlinear systems, we extend the framework through a two-stage online selection approach accelerated by the LiSSA algorithm.

Paper Structure

This paper contains 39 sections, 8 theorems, 47 equations, 2 figures, 3 tables, 3 algorithms.

Key Result

Lemma 1

Consider an LTI system eq:lti_system of order $n$. If the input sequence $\{u_1, \ldots, u_{N_d}\}$ is persistently exciting of order $L + n$, then any valid length-$L$ input-output trajectory $(\bar{u}, \bar{y})$ of the system can be expressed as: for some coefficient vector $g \in \mathbb{R}^T$.

Figures (2)

  • Figure 1: DC motor with 20% corrupted data. Top-left: MSE comparison. Top-right: Clean data ratio (RDS-DeePC: 93--97% vs. expected 80%). Bottom-left: Tracking at $K=60$. Bottom-right: Influence score separation.
  • Figure 2: Inverted pendulum ($\theta_0 = 30^\circ$, 20% corrupted). Top-left: RDS-DeePC stabilizes within $\pm 10^\circ$; Random fails. Top-right: Cart position. Bottom-left: Control input. Bottom-right: Phase portrait.

Theorems & Definitions (13)

  • Lemma 1: Willems et al., 2005
  • Proposition 1: Influence on Optimal Coefficients
  • proof
  • Theorem 1: Sensitivity Score
  • proof
  • Proposition 2: High Sensitivity Indicates Outliers
  • Remark 1: Connection to Robust Statistics
  • Definition 1: Low-Sensitivity Selection
  • Proposition 3: Complexity Analysis
  • Proposition 4: LiSSA Complexity
  • ...and 3 more