This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed that sensor data is lost with a known probability. Taking into account the data losses modelled by a Bernoulli process, we parameterise the predicted control policy as an affine function of future observations and obtain a convex linear-quadratic optimal control problem. Constraint satisfaction and a discounted cost bound are ensured without imposing bounds on the distributions of the disturbance and noise inputs. In addition, the average long-run undiscounted closed loop cost is shown to be finite if the discount factor takes appropriate values. We analyse robustness of the proposed control law with respect to possible uncertainties in the arrival probability of sensor data and we bound the impact of these uncertainties on constraint satisfaction and the discounted cost. Numerical simulations are provided to illustrate these results.
This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law incorporating a dynamic feedback gain to minimise a quadratic cost function subject to a single chance constraint. The feedback gain is selected online and we provide two selection methods based on minimising upper bounds on predicted costs. The chance constraint is defined as a discounted sum of violation probabilities on an infinite horizon. By penalising violation probabilities close to the initial time and assigning violation probabilities in the far future with va…
This paper investigates the decentralized stabilization problem for a class of interconnected systems in the presence of non-triangular structural uncertainties and time-varying parameters, where each subsystem exchanges information only with its neighbors and only intermittent (rather than continuous) states and input are to be utilized. Thus far to our best knowledge, no solution exists priori to this work, despite its high prevalence in practice. Two globally decentralized adaptive control schemes are presented based on the backstepping technique, the first one is developed in a continuous …
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…
Robust design of autonomous systems under uncertainty is an important yet challenging problem. This work proposes a robust controller that consists of a state estimator and a tube based predictive control law. The class of linear systems under ellipsoidal uncertainty is considered. In contrast to existing approaches based on polytopic sets, the constraint tightening is directly computed from the ellipsoidal sets of disturbances without over-approximation, thus leading to less conservative bounds. Conditions to guarantee robust constraint satisfaction and robust stability are presented. Further…
A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the resulting constraint tightening is minimized. This is achieved by formulating the constraint tightening problem as a convex optimization problem with the feedback term as a variable. The resulting MPC controller has the computational complexity of nominal MPC, and guarantees recursive feasibility, stability and constraint satisfaction. The advantages of the proposed…
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…
Model Predictive Control (MPC) schemes have proven their efficiency in controlling high degree-of-freedom (DoF) complex robotic systems. However, they come at a high computational cost and an update rate of about tens of hertz. This relatively slow update rate hinders the possibility of stable haptic teleoperation of such systems since the slow feedback loops can cause instabilities and loss of transparency to the operator. This work presents a novel framework for transparent teleoperation of MPC-controlled complex robotic systems. In particular, we employ a feedback MPC approach and exploit i…
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 …
Vector Institute for Artificial Intelligence（人工智能向量研究所）
In this work we address the problem of performing a repetitive task when we have uncertain observations and dynamics. We formulate this problem as an iterative infinite horizon optimal control problem with output feedback. Previously, this problem was solved for linear time-invariant (LTI) system for the case when noisy full-state measurements are available using a robust iterative learning control framework, which we refer to as robust learning-based model predictive control (RL-MPC). However, this work does not apply to the case when only noisy observations of part of the state are available…
The control of constrained systems using model predictive control (MPC) becomes more challenging when full state information is not available and when the nominal system model and measurements are corrupted by noise. Since these conditions are often seen in practical scenarios, techniques such as robust output feedback MPC have been developed to address them. However, existing approaches to robust output feedback MPC are challenged by increased complexity of the online optimization problem, increased computational requirements for controller synthesis, or both. In this work we present a simple…
The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and between deterministic optimal control and stochastic optimal control. The State Selection Algorithm is presented and relies on given dynamics and constraints, a nominal deterministic state-feedback controller, and a sampling based method to select the best state value, based on optimizing a prescribed finite-horizon performance function, over the available …
This paper investigates options to complement a diesel engine airpath feedback controller with a feedforward. The control objective is to track the intake manifold pressure and exhaust gas recirculation (EGR) rate targets by manipulating the EGR valve and variable geometry turbine (VGT) while satisfying state and input constraints. The feedback controller is based on rate-based Model Predictive Control (MPC) that provides integral action for tracking. Two options for the feedforward are considered one based on a look-up table that specifies the feedforward as a function of engine speed and fue…
We present Intermittent Control (IC) models as a candidate framework for modelling human input movements in Human--Computer Interaction (HCI). IC differs from continuous control in that users are not assumed to use feedback to adjust their movements continuously, but only when the difference between the observed pointer position and predicted pointer positions become large. We use a parameter optimisation approach to identify the parameters of an intermittent controller from experimental data, where users performed one-dimensional mouse movements in a reciprocal pointing task. Compared to prev…
Adaptive Data-Driven Min-Max MPC for Linear Time-Varying Systems
University of Stuttgart（斯图加特大学）；Institute for Systems Theory and Automatic Control, University of Stuttgart（斯图加特大学系统理论与自动控制研究所）；Center for Integrated Quantum Science and Technology (IQST), University of Stuttgart（斯图加特大学集成量子科学与技术中心）
In this article, the observer-based coordinated tracking control problem for a class of nonlinear multi-agent systems(MASs) with intermittent communication and information constraints is studied under dynamic switching topology. First, a state observer is designed to estimate the unmeasurable actual state information in the system. Second, adjustable heterogeneous coupling weighting parameters are introduced in the dynamic switching topology, and the distributed coordinated tracking control protocol under heterogeneous coupling framework is proposed. Then, a new Lemma is constructed to realize…
A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state constraint violations in the presence of process disturbance. A feedback control law is solved to guarantee that the predicted states comply with constraints. The stochastic constraints are satisfied with regard to the worst-case distribution within the Wasserstein ball centered at their discrete empirical probability distribution. The resulting distributionally…
Koopman-Based Robust Model Predictive Control for Nonlinear Systems with Stochastic Intermittent Measurements
Harbin Institute of Technology（哈尔滨工业大学）；School of Astronautics, Harbin Institute of Technology（哈尔滨工业大学航天学院）；Nanyang Technological University（南洋理工大学）；Nanyang Environment and Water Research Institute (NEWRI)（南洋环境与水研究）
UC Berkeley（加州大学伯克利分校）；Ford AV LLC（福特自动驾驶有限责任公司）；Ford Research and Advanced Engineering（福特研究与高级工程部）
We propose a Stochastic MPC (SMPC) formulation for autonomous driving at traffic intersections which incorporates multi-modal predictions of surrounding vehicles for collision avoidance constraints. The multi-modal predictions are obtained with Gaussian Mixture Models (GMM) and constraints are formulated as chance-constraints. Our main theoretical contribution is a SMPC formulation that optimizes over a novel feedback policy class designed to exploit additional structure in the GMM predictions, and that is amenable to convex programming. The use of feedback policies for prediction is motivated…
Model predictive control (MPC) is an optimal control strategy where control input calculation is based on minimizing the predicted tracking error over a finite horizon that moves with time. This strategy has an advantage over conventional state feedback and output feedback controllers because it predicts the response of the system, rather than simply reacting to it. Therefore, MPC can offer improved performance in the presence of input and output constraints. Many implementations of MPC on aerospace vehicles appear in literature [1]. Some of these include spacecraft and satellite attitude cont…
