We propose a computationally efficient Learning Model Predictive Control (LMPC) scheme for constrained optimal control of a class of nonlinear systems where the state and input can be reconstructed using lifted outputs. For the considered class of systems, we show how to use historical trajectory data collected during iterative tasks to construct a convex value function approximation along with a convex safe set in a lifted space of virtual outputs. These constructions are iteratively updated with historical data and used to synthesize predictive control policies. We show that the proposed strategy guarantees recursive constraint satisfaction, asymptotic stability and non-decreasing closed-loop performance at each policy update. Finally, simulation results demonstrate the effectiveness of the proposed strategy on a piecewise affine (PWA) system, kinematic unicycle and bilinear DC motor.
We present a framework to design nonlinear robust output feedback model predictive control (MPC) schemes that ensure constraint satisfaction under noisy output measurements and disturbances. We provide novel estimation methods to bound the magnitude of the estimation error based on: stability properties of the observer; detectability; set-membership estimation; moving horizon estimation (MHE). Robust constraint satisfaction is guaranteed by suitably incorporating these online validated bounds on the estimation error in a homothetic tube based MPC formulation. In addition, we show how the perfo…
The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control Problem (OCP), which allows for forward prediction and optimization of statistical distributions of inputs and outputs. Our approach avoids the use of parametric system models. Instead it is based on previously recorded data using a recently proposed stochastic variant of Willems' fundamental lemma. The stochastic variant of the lemma is applicable to a larg…
Model predictive control (MPC) for uncertain systems in the presence of hard constraints on state and input is a non-trivial problem, and the challenge is increased manyfold in the absence of state measurements. In this paper, we propose an adaptive output feedback MPC technique, based on a novel combination of an adaptive observer and robust MPC, for single-input single-output discrete-time linear time-invariant systems. At each time instant, the adaptive observer provides estimates of the states and the system parameters that are then leveraged in the MPC optimization routine while robustly …
We present a model predictive control (MPC) framework to solve the constrained nonlinear output regulation problem. The main feature of the proposed framework is that the application does not require the solution to classical regulator (Francis-Byrnes-Isidori) equations or any other offline design procedure. In particular, the proposed formulation simply minimizes the predicted output error, possibly with some input regularization. Instead of using terminal cost/sets or a positive definite stage cost as is standard in MPC theory, we build on the theoretical results by Grimm et al. 2005 using a…
We propose a model predictive control (MPC) approach for minimising the social distancing and quarantine measures during a pandemic while maintaining a hard infection cap. To this end, we study the admissible and the maximal robust positively invariant set (MRPI) of the standard SEIR compartmental model with control inputs. Exploiting the fact that in the MRPI all restrictions can be lifted without violating the infection cap, we choose a suitable subset of the MRPI to define terminal constraints in our MPC routine and show that the number of infected people decays exponentially within this se…
We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over output-dependent policies, we use linearization with respect to the uncertainty to derive a tractable approximation which includes knowledge of the output model. This allows us to compute the expected value for the outer functions of the OCP exactly. Crucially, the dual control effect is preserved by this approximation. In consequence, the resulting controller is…
In this paper we investigate data-driven predictive control of discrete-time linear descriptor systems. Specifically, we give a tailored variant of Willems' fundamental lemma, which shows that for descriptor systems the non-parametric modelling via a Hankel matrix requires less data compared to linear time-invariant systems without algebraic constraints. Moreover, we use this description to propose a data-driven framework for optimal control and predictive control of discrete-time linear descriptor systems. For the latter, we provide a sufficient stability condition for receding-horizon contro…
We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a Kalman filter to estimate the states of the system from incomplete and corrupt observations. We demonstrate that this approach yields a computationally tractable problem that should be solved online periodically, and that the resulting closed loop system is mean-square bounded for any positive bound on the control actions. Our results allow one to tackle the la…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a framework involving propagation of the conditional state density, the information state, via the Bayesian Filter and solution of the Stochastic Dynamic Programming Equation for an optimal feedback policy, both stages of which are computationally challenging in the general, nonlinear setup. The upside is that the clearance of three bottleneck aspects of Model Pred…
This paper investigates the data-driven predictive control problems for a class of continuous-time industrial processes with completely unknown dynamics. The proposed approach employs the data-driven technique to get the system matrices online, using input-output measurements. Then, a model-free predictive control approach is designed to implement the receding-horizon optimization and realize the reference tracking. Feasibility of the proposed algorithm and stability of the closed-loop control systems are analyzed, respectively. Finally, a simulation example is provided to demonstrate the effe…
We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback Model Predictive Control. Conditional densities given noisy measurement data are propagated via the Particle Filter as an approximate implementation of the Bayesian Filter. This enables a particle-based representation of the conditional state density, or information state, which naturally merges with scenario generation from the current system state. This appr…
We propose and experimentally demonstrate a feedback control method that allows synchronizing the motion of a chain of several coupled nonlinear oscillators actuated through one end of the chain. The chain considered in this work is a one-dimensional array of pendulums pivoting around a single axis and interacting with adjacent pendulums through torsion springs; the array is actuated using a single torque motor attached to one of the two boundary pendulums. This represents a mechanical realization of the Frenkel-Kontorova model { a spatially discrete version of a sine-Gordon equation describin…
In this paper, we study a data-enabled predictive control (DeePC) algorithm applied to unknown stochastic linear time-invariant systems. The algorithm uses noise-corrupted input/output data to predict future trajectories and compute optimal control policies. To robustify against uncertainties in the input/output data, the control policies are computed to minimize a worst-case expectation of a given objective function. Using techniques from distributionally robust stochastic optimization, we prove that for certain objective functions, the worst-case optimization problem coincides with a regular…
We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a novel distributionally robust data-enabled predictive control (DeePC) algorithm which uses noise-corrupted input/output data to predict future trajectories and compute optimal control inputs while satisfying output chance constraints. The algorithm is based on (i) a non-parametric representation of the subspace spanning the system behaviour, where past traject…
This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a lower bound on the performance of the parameter estimator. Output-feedback stability is proved through input-to-state stability of the state/error system under a small noise and initial error assumption. Numerical experiments have been carried out in the case of Active Simultaneous Localisation and Mapping (SLAM).
This paper presents a class of linear predictors for nonlinear controlled dynamical systems. The basic idea is to lift the nonlinear dynamics into a higher dimensional space where its evolution is approximately linear. In an uncontrolled setting, this procedure amounts to a numerical approximation of the Koopman operator associated to the nonlinear dynamics. In this work, we extend the Koopman operator to controlled dynamical systems and compute a finite-dimensional approximation of the operator in such a way that this approximation has the form a linear controlled dynamical system. In numeric…
