Floodgates up to contain the DeePC and limit extrapolation

Abstract: Behavioral data-enabled control approaches typically assume data-generating systems of linear dynamics. This may result in false generalization if the newly designed closed-loop system results in input-output distributional shifts beyond learning data. These shifts may compromise safety by activating harmful nonlinearities in the data-generating system not experienced previously in the data and/or not captured by the linearity assumption inherent in these approaches. This paper proposes an approach to slow down the distributional shifts and therefore enhance the safety of the data-enabled methods. This is achieved by introducing quadratic regularization terms to the data-enabled predictive control formulations. Slowing down the distributional shifts comes at the expense of slowing down the exploration, in a trade-off resembling the exploration vs exploitation balance in machine learning.