We propose a tube-based guaranteed cost model predictive controller considering a homothetic formulation for constrained linear systems subject to multiplicative structured norm-bounded uncertainties. It provides an upper bound to the general min-max model predictive control. The invariance property of the proposed tube holds for any arbitrary scaling. It yields a second-order cone programming problem which is less computationally expensive than standard semi-definite programming problems. We also present a numerical example with a comparative study among the proposed approach, an open-loop guaranteed cost model predictive controller, and a homothetic tube model predictive controller for linear difference inclusion systems.
In this paper a novel approach is presented for control design with guaranteed transient performance for multiple-input multiple-output discrete-time linear polytopic difference inclusions. We establish a theorem that gives necessary and sufficient conditions for the state to evolve from one polyhedral subset of the state-space to another. Then we present an algorithm which constructs a time-varying output feedback law which guarantees that the state evolves within a time-varying polyhedral target-tube specifying the system's desired transient performance. We present generalisations involving …
The development of control techniques to maintain vehicle stability under possible loss-of-control scenarios is essential to the safe deployment of autonomous ground vehicles in public scenarios. In this paper, we propose a tube-based guaranteed cost model predictive controller for autonomous vehicles able to avoid front and rear tire saturation and to track a provided reference trajectory up to the limits of handling of the vehicle. Such an approach ensures the vehicle will remain within its safe operational envelope; therefore, guaranteeing both stability and performance of the vehicle, incl…
The trade-off between optimality and complexity has been one of the most important challenges in the field of robust Model Predictive Control (MPC). To address the challenge, we propose a flexible robust MPC scheme by synergizing the multi-stage and tube-based MPC approaches. The key idea is to exploit the non-conservatism of the multi-stage MPC and the simplicity of the tube-based MPC. The proposed scheme provides two options for the user to determine the trade-off depending on the application: the choice of the robust horizon and the classification of the uncertainties. Beyond the robust hor…
This paper involves the innovative development of a symmetric Gauss-Seidel ADMM algorithm to solve the H-infinity guaranteed cost control problem. In the presence of parametric uncertainties, the H-infinity guaranteed cost control problem generally leads to the large-scale optimization. This is due to the exponential growth of the number of the extreme systems involved with respect to the number of parametric uncertainties. In this work, through a variant of the Youla-Kucera parameterization, the stabilizing controllers are parameterized in a convex set; yielding the outcome that the H-infinit…
In this work, we propose a tube-based MPC scheme for state- and input-constrained linear systems subject to dynamic uncertainties characterized by dynamic integral quadratic constraints (IQCs). In particular, we extend the framework of $ρ$-hard IQCs for exponential stability analysis to external inputs. This result yields that the error between the true uncertain system and the nominal prediction model is bounded by an exponentially stable scalar system. In the proposed tube-based MPC scheme, the state of this error bounding system is predicted along with the nominal model and used as a scalin…
Tube-enhanced multi-stage nonlinear model predictive control is a robust control scheme that can handle a wide range of uncertainties with reduced conservatism and manageable computational complexity. In this paper, we elaborate on the flexibility of the approach from an application point of view. We discuss the path to making design decisions to implement the novel scheme systematically. We illustrate the critical steps in the design and implementation of the scheme for an industrial example.
Computer Science and Artificial Intelligence Laboratory (CSAIL)（计算机科学与人工智能实验室（CSAIL））；Massachusetts Institute of Technology (MIT)（麻省理工学院（MIT））
In this paper, we address the real-time risk-bounded safety verification problem of continuous-time state trajectories of autonomous systems in the presence of uncertain time-varying nonlinear safety constraints. Risk is defined as the probability of not satisfying the uncertain safety constraints. Existing approaches to address the safety verification problems under uncertainties either are limited to particular classes of uncertainties and safety constraints, e.g., Gaussian uncertainties and linear constraints, or rely on sampling based methods. In this paper, we provide a fast convex algori…
This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form, which are treated in analogy with robust constraints, by using the probabilistic reachable set. Firstly, the probabilistically resolvable time-varying tube-based stochastic model predictive control algorithm is designed by employing the time-varying probabilistic reachable sets as the tubes. Secondly, by utilizing the probabilistic positively invariant set, …
This paper presents a heterogeneously parameterized tube-based model predictive control (MPC) design applicable to linear parameter-varying (LPV) systems. In a heterogeneous tube, the parameterizations of the tube cross sections and the associated control laws are allowed to vary along the prediction horizon. Two extreme cases that can be described in this framework are scenario MPC (high complexity, larger domain of attraction) and homothetic tube MPC with a simple time-invariant control parameterization (low complexity, smaller domain of attraction). In the proposed framework, these extreme …
In this paper, we present a mechanism for building hybrid system observers to differentiate between specific positions of the hybrid system. The mechanism is designed through inferring metric temporal logic (MTL) formulae from simulated trajectories from the hybrid system. We first approximate the system behavior by simulating finitely many trajectories with timerobust tube segments around them. These time-robust tube segments account for both spatial and temporal uncertainties that exist in the hybrid system with initial state variations. The inferred MTL formulae classify different time-robu…
A probabilistic performance-oriented controller design approach based on polynomial chaos expansion and optimization is proposed for flight dynamic systems. Unlike robust control techniques where uncertainties are conservatively handled, the proposed method aims at propagating uncertainties effectively and optimizing control parameters to satisfy the probabilistic requirements directly. To achieve this, the sensitivities of violation probabilities are evaluated by the expansion coefficients and the fourth moment method for reliability analysis, after which an optimization that minimizes failur…
We present a method to over-approximate reachable tubes over compact time-intervals, for linear continuous-time, time-varying control systems whose initial states and inputs are subject to compact convex uncertainty. The method uses numerical approximations of transition matrices, is convergent of first order, and assumes the ability to compute with compact convex sets in finite dimension. We also present a variant that applies to the case of zonotopic uncertainties, uses only linear algebraic operations, and yields zonotopic over-approximations. The performance of the latter variant is demons…
Katholieke Universiteit Leuven（鲁汶天主教大学）；University of Melbourne（墨尔本大学）
We propose a safety-guaranteed planning and control framework for unmanned surface vessels (USVs), using Gaussian processes (GPs) to learn uncertainties. The uncertainties encountered by USVs, including external disturbances and model mismatches, are potentially state-dependent, time-varying, and hard to capture with constant models. GP is a powerful learning-based tool that can be integrated with a model-based planning and control framework, which employs a Hamilton-Jacobi differential game formulation. Such a combination yields less conservative trajectories and safety-guaranteeing control s…
Battery energy storage systems (ESS) are widely used in microgrids to complement high renewables. However, the real-time energy management of microgrids with battery ESS is challenging in two aspects: 1) the evolution process of battery energy level is across-time coupled; 2) uncertainties unavoidably arise in the forecasting process for renewable generation. In this paper, a tube-based model predictive control (MPC) approach is innovatively proposed in accommodating the real-time energy management of microgrids with battery ESS. Firstly, a real-time operation model of battery, including the d…
This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure stability, constraint satisfaction and recursive feasibility in the presence of stochastic uncertainties. The shape of the tube and the constraint backoff is based on an offline computed incremental Lyapunov function.
It is nontrivial to achieve global zero-error regulation for uncertain nonlinear systems. The underlying problem becomes even more challenging if mismatched uncertainties and unknown time-varying control gain are involved, yet certain performance specifications are also pursued. In this work, we present an adaptive control method, which, without the persistent excitation (PE) condition, is able to ensure global zero-error regulation with guaranteed output performance for parametric strict-feedback systems involving fast time-varying parameters in the feedback path and input path. The developme…
A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most of data-driven predictive control literature focuses on robustness with respect to measurement noise, only few works consider exploiting probabilistic information of disturbances for performance-oriented control as in stochastic MPC. In this work, we propose a novel data-driven stochastic predictive control scheme for chance-constrained LTI systems subject t…
Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to closed-loop performance deterioration and constraint violations. Methods such as stochastic MPC (SMPC) have been proposed to alleviate these problems; however, the resulting closed-loop state trajectory might still significantly violate the prescribed constraints if the real system deviates from the assumed disturbance distributions made during the controller design. …
Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control problem. This problem is among the most complex in control theory, and no practically applicable method to low-thrust trajectory optimization problems has been proposed to date. This paper presents a new algorithm to solve stochastic optimal control problems with nonlinear systems and constraints. The proposed algorithm uses the unscented transform to convert a sto…
Interval Prediction for Continuous-Time Systems with Parametric Uncertainties
Renault（雷诺）；Inria, Univ. Lille, CNRS, UMR 9189 - CRIStAL（法国国家信息与自动化研究所，里尔大学，法国国家科学研究中心，联合研究实验室9189）；ITMO University（信息技术、机械与光学大学）；Conservatoire National des Arts et Métiers (CNAM)（国立工艺学院）；Centrale Lille, CNRS, UMR 9189 - CRIStAL（里尔中央理工学院，法国国家科学研究中心，联合研究实验室9189）
Set-based integration methods allow to prove properties of differential systems, which take into account bounded disturbances. The systems (either time-discrete, time-continuous or hybrid) satisfying such properties are said to be "robust". In the context of optimal control synthesis, the set-based methods are generally extensions of numerical optimal methods of two classes: first, methods based on convex optimization; second, methods based on the dynamic programming principle. Heymann et al. have recently shown that, for certain systems of low dimension, the second numerical method can give b…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
Autonomous robots that are capable of operating safely in the presence of imperfect model knowledge or external disturbances are vital in safety-critical applications. In this paper, we present a planner-agnostic framework to design and certify safe tubes around desired trajectories that the robot is always guaranteed to remain inside of. By leveraging recent results in contraction analysis and $\mathcal{L}_1$-adaptive control we synthesize an architecture that induces safe tubes for nonlinear systems with state and time-varying uncertainties. We demonstrate with a few illustrative examples ho…
This paper presents a deep learning based model predictive control algorithm for control affine nonlinear discrete time systems with matched and bounded state-dependent uncertainties of unknown structure. Since the structure of uncertainties is not known, a deep neural network (DNN) is employed to approximate the disturbances. In order to avoid any unwanted behavior during the learning phase, a tube based model predictive controller is employed, which ensures satisfaction of constraints and input-to-state stability of the closed-loop states.
The fact that event-triggered control (ETC) often exhibits an improved performance-communication tradeoff over time-triggered control renders it especially useful for Networked Control Systems (NCSs). However, it has proven difficult to characterize the traffic produced by ETC a priori. Rollout ETC addresses this issue by using a triggering and control law that is implicitly defined by the solution to an optimal control problem (OCP), instead of an explicit one as in classical ETC. This allows to directly incorporate predefined constraints on the transmission traffic as well as on states and i…
This paper presents an adaptive reference governor (RG) framework for a linear system with matched nonlinear uncertainties that can depend on both time and states, subject to both state and input constraints. The proposed framework leverages an L1 adaptive controller (L1AC) that estimates and compensates for the uncertainties, and provides guaranteed transient performance, in terms of uniform bounds on the error between actual states and inputs and those of a nominal (i.e., uncertainty-free) system. The uniform performance bounds provided by the L1AC are used to tighten the pre-specified state…
The H2 guaranteed cost decentralized control problem is investigated in this work. More specifically, on the basis of an appropriate H2 re-formulation that we put in place, the optimal control problem in the presence of parameter uncertainties is then suitably characterized by convex restriction and solved in parameter space. It is shown that a set of stabilizing decentralized controller gains for the uncertain system is parameterized in a convex set through appropriate convex restriction, and then an approximated conic optimization problem is constructed. This facilitates the use of the symme…
This paper aims at the safety-critical control synthesis of network systems such that the satisfaction of the safety constraints can be guaranteed. To handle the large state dimension of such systems, an assume-guarantee contract is used to break the large synthesis problem into smaller subproblems. Parameterized signal temporal logic (pSTL) is used to formally describe the behaviors of the subsystems, which we use as the template for the contract. We show that robust control invariant sets (RCIs) for the subsystems can be composed to form a robust control invariant set for the whole network s…
University of Warwick（华威大学）；National University of Singapore（新加坡国立大学）；Macquarie University（麦考瑞大学）；Australian National University（澳大利亚国立大学）；Centre for Quantum Computation and Communication Technology, Australian Research Council（澳大利亚研究委员会量子计算与通信技术中心）
