Publications by authors named "Alberto Bemporad"

This article proposes using the extended Kalman filter (EKF) for recurrent neural network (RNN) training and fault estimation within a parabolic-trough solar plant. The initial step involves employing an RNN to model the system. Given the challenge of fault discernibility in the collectors, parallel EKFs are employed to reconstruct the parameters of the faults.

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This article considers the two-stage approach to solving a partially observable Markov decision process (POMDP): the identification stage and the (optimal) control stage. We present an inexact sequential quadratic programming framework for recurrent neural network learning (iSQPRL) for solving the identification stage of the POMDP, in which the true system is approximated by a recurrent neural network (RNN) with dynamically consistent overshooting (DCRNN). We formulate the learning problem as a constrained optimization problem and study the quadratic programming (QP) subproblem with a convergence analysis under a restarted Krylov-subspace iterative scheme that implicitly exploits the structure of the associated Karush-Kuhn-Tucker (KKT) subsystem.

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Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with the classical linear quadratic gaussian (LQG) optimal control problem, of which the proposed learning paradigm is a nontrivial variation as it involves random matrices, are investigated. The obtained optimal solutions are compared with the Kalman filter estimate of the parameter vector to be learned.

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