提出可保证稳定性的新型状态空间模型,让机器学习系统更可靠。
L2RU: a Structured State Space Model with prescribed L2-bound
- 用约束$/mathcal{L}_2$增益的线性系统构造模型,确保稳定性
- 在非线性系统识别任务中性能优于现有方法,训练更稳定
- 适合需要严格稳定性保障的控制与系统辨识场景
结构化状态空间模型(SSMs)是机器学习与控制交叉领域的有力架构,由离散时间线性时不变(LTI)系统层和逐点非线性层组成,兼具深度网络的表达能力与动力系统的可解释性,对长序列任务表现优异且计算开销低。然而,在系统辨识与最优控制等应用中,其使用受限于难以以合理方式保证稳定性和鲁棒性。本文提出L2RU,一种具有预设$/mathcal{L}_2$-增益上界的SSM类,对所有参数值均保证输入-输出稳定性与鲁棒性。该架构源自满足$/mathcal{L}_2$约束的LTI系统自由参数化,支持通过标准梯度方法进行无约束优化,同时保留严格的稳定性保证。我们开发了两种互补参数化:一种非保守形式,完整刻画给定$/mathcal{L}_2$界下平方LTI系统的结构;另一种保守形式,将方法扩展至一般(可能非平方)系统,并通过结构化系统矩阵表示提升计算效率。两种参数化均具备高效初始化方案,有助于训练长记忆模型。我们在非线性系统识别基准上验证了该框架的有效性,结果显示L2RU相比现有SSM架构在性能和训练稳定性方面均有提升,展现出作为学习与控制中原理性、鲁棒性构件的巨大潜力。
原文摘要 · Abstract (English)
Structured state-space models (SSMs) have recently emerged as a powerful architecture at the intersection of machine learning and control, featuring layers composed of discrete-time linear time-invariant (LTI) systems followed by pointwise nonlinearities. These models combine the expressiveness of deep neural networks with the interpretability and inductive bias of dynamical systems, offering strong performance on long-sequence tasks with favorable computational complexity. However, their adoption in applications such as system identification and optimal control remains limited by the difficulty of enforcing stability and robustness in a principled and tractable manner. We introduce L2RU, a class of SSMs endowed with a prescribed $\mathcal{L}_2$-gain bound, guaranteeing input--output stability and robustness for all parameter values. The L2RU architecture is derived from free parametrizations of LTI systems satisfying an $\mathcal{L}_2$ constraint, enabling unconstrained optimization via standard gradient-based methods while preserving rigorous stability guarantees. Specifically, we develop two complementary parametrizations: a non-conservative formulation that provides a complete characterization of square LTI systems with a given $\mathcal{L}_2$-bound, and a conservative formulation that extends the approach to general (possibly non-square) systems while improving computational efficiency through a structured representation of the system matrices. Both parametrizations admit efficient initialization schemes that facilitate training long-memory models. We demonstrate the effectiveness of the proposed framework on a nonlinear system identification benchmark, where L2RU achieves improved performance and training stability compared to existing SSM architectures, highlighting its potential as a principled and robust building block for learning and control.
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