Statistical Proper Orthogonal Decomposition for model reduction in feedback control

TL;DR

This paper introduces Statistical POD (SPOD), a novel model reduction method for nonlinear, parameter-dependent fluid flow control that improves accuracy and computational efficiency over existing techniques by leveraging random sampling and empirical risk minimization.

Contribution

The paper proposes SPOD, extending POD to general systems by using random samples and empirical risk minimization, enabling effective feedback control synthesis for complex fluid dynamics.

Findings

SPOD outperforms LQR and standard POD-based control in accuracy.

SPOD provides faster online evaluation than direct optimal control.

Validated on unstable Burgers' and Navier-Stokes equations.

Abstract

Feedback control synthesis for nonlinear, parameter-dependent fluid flow control problems is considered. The optimal feedback law requires the solution of the Hamilton-Jacobi-Bellman (HJB) PDE suffering the curse of dimensionality. This is mitigated by Model Order Reduction (MOR) techniques, where the system is projected onto a lower-dimensional subspace, over which the feedback synthesis becomes feasible. However, existing MOR methods assume at least one relaxation of generality, that is, the system should be linear, or stable, or deterministic. We propose a MOR method called Statistical POD (SPOD), which is inspired by the Proper Orthogonal Decomposition (POD), but extends to more general systems. Random samples of the original dynamical system are drawn, treating time and initial condition as random variables similarly to possible parameters in the model, and employing a stabilizing closed-loop control. The reduced subspace is chosen to minimize the empirical risk, which is shown to estimate the expected risk of the MOR solution with respect to the distribution of all possible outcomes of the controlled system. This reduced model is then used to compute a surrogate of the feedback control function in the Tensor Train (TT) format that is computationally fast to evaluate online. Using unstable Burgers' and Navier-Stokes equations, it is shown that the SPOD control is more accurate than Linear Quadratic Regulator or optimal control derived from a model reduced onto the standard POD basis, and faster than the direct optimal control of the original system.