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 performance can be further improved by combining MHE and MPC in a single optimization problem. The framework is applicable to a general class of detectable and (incrementally) stabilizable nonlinear systems. While standard output feedback MPC schemes use offline computed worst-case bounds on the estimation error, the proposed framework utilizes online validated bounds, thus reducing conservatism and improving performance. We demonstrate the reduced conservatism of the proposed framework using a nonlinear 10-state quadrotor example.
Descending predictive feedback (DPF) is an ubiquitous yet unexplained phenomenon in the central nervous system. Motivated by recent observations on motor-related signals in the visual system, we approach this problem from a sensorimotor standpoint and make use of optimal controllers to explain DPF. We define and analyze DPF in the optimal control context, revisiting several control problems (state feedback, full control, and output feedback) to explore conditions that necessitate DPF. We find that even small deviations from the unconstrained state feedback problem (e.g. incomplete sensing, com…
We propose a supervised learning framework for computing solutions of multi-parametric Mixed Integer Linear Programs (MILPs) that arise in Model Predictive Control. Our approach also quantifies sub-optimality for the computed solutions. Inspired by Branch-and-Bound techniques, the key idea is to train a Neural Network/Random Forest, which for a given parameter, predicts a strategy consisting of (1) a set of Linear Programs (LPs) such that their feasible sets form a partition of the feasible set of the MILP and (2) a candidate integer solution. For control computation and sub-optimality quantif…
Data-driven predictive control (DPC) is a feedback control method for systems with unknown dynamics. It repeatedly optimizes a system's future trajectories based on past input-output data. We develop a numerical method that computes poisoning attacks that inject additive perturbations to the online output data to change the trajectories optimized by DPC. This method is based on implicitly differentiating the solution map of the trajectory optimization in DPC. We demonstrate that the resulting attacks can cause an output tracking error one order of magnitude higher than random perturbations in …
We present a data-driven nonlinear predictive control approach for the class of discrete-time multi-input multi-output feedback linearizable nonlinear systems. The scheme uses a non-parametric predictive model based only on input and noisy output data along with a set of basis functions that approximate the unknown nonlinearities. Despite the noisy output data as well as the mismatch caused by the use of basis functions, we show that the proposed multistep robust data-driven nonlinear predictive control scheme is recursively feasible and renders the closed-loop system practically exponentially…
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 provide theoretical guarantees for recursive feasibility and practical exponential stability of the closed-loop system of a feedback linearizable nonlinear system when controlled by a robust data-driven nonlinear predictive control scheme. This technical report serves as a supplementary material to our recent paper "Data-driven Nonlinear Predictive Control for Feedback Linearizable Systems". The arguments shown in this report follow similar steps to those for the LTI case, since feedback linearizable systems are linear in transformed coordinates. However, the proof was suitably adapted to m…
In the framework of Model Predictive Control (MPC), the control input is typically computed by solving optimization problems repeatedly online. For general nonlinear systems, the online optimization problems are non-convex and computationally expensive or even intractable. In this paper, we propose to circumvent this issue by computing a high-dimensional linear embedding of discrete-time nonlinear systems. The computation relies on an algebraic condition related to the immersibility property of nonlinear systems and can be implemented offline. With the high-dimensional linear model, we then de…
Online Feedback Optimization is a method used to steer the operation of a process plant to its optimal operating point without explicitly solving a nonlinear constrained optimization problem. This is achieved by leveraging a linear plant model and feedback from measurements. However the presence of plant-model mismatch leads to suboptimal results when using this approach. Learning the plant-model mismatch enables Online Feedback Optimization to overcome this shortcoming. In this work we present a novel application of Online Feedback Optimization with online model adaptation using Gaussian Proc…
In this work, a predictive control framework is presented for feedback stabilization of nonlinear systems. To achieve this, we integrate Koopman operator theory with Lyapunov-based model predictive control (LMPC). The main idea is to transform nonlinear dynamics from state-space to function space using Koopman eigenfunctions - for control affine systems this results in a bilinear model in the (lifted) function space. Then, a predictive controller is formulated in Koopman eigenfunction coordinates which uses an auxiliary Control Lyapunov Function (CLF) based bounded controller as a constraint t…
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…
A distributed model predictive control scheme is developed for tracking piecewise constant references where the terminal set is reconfigured online, whereas the terminal controller is computed offline. Unlike many standard existing schemes, this scheme yields large feasible regions without performing offline centralized computations. Although the resulting optimal control problem (OCP) is a semidefinite program (SDP), an SDP scalability method based on diagonal dominance is used to approximate the derived SDP by a second-order cone program. The OCPs of the proposed scheme and its approximation…
Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）
Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that exact optimal control law can be computed, e.g., by mixed-integer programming (MIP) under piecewise-affine (PWA) system models. Despite the elegant theory, online solving hybrid MPC is still out of reach for many applications. We aim to speed up MIP by combining geometric insights from hybrid MPC, a simple-yet-effective learning algorithm, and MIP warm start…
This paper investigates the problem of robust model predictive control (RMPC) of linear-time-invariant (LTI) discrete-time systems subject to structured uncertainty and bounded disturbances. Typically, the constrained RMPC problem with state-feedback parameterizations is nonlinear (and nonconvex) with a prohibitively high computational burden for online implementation. To remedy this, a novel approach is proposed to linearize the state-feedback RMPC problem, with minimal conservatism, through the use of semidefinite relaxation techniques. The proposed algorithm computes the state-feedback gain…
We study a variant of online optimization in which the learner receives $k$-round $\textit{delayed feedback}$ about hitting cost and there is a multi-step nonlinear switching cost, i.e., costs depend on multiple previous actions in a nonlinear manner. Our main result shows that a novel Iterative Regularized Online Balanced Descent (iROBD) algorithm has a constant, dimension-free competitive ratio that is $O(L^{2k})$, where $L$ is the Lipschitz constant of the switching cost. Additionally, we provide lower bounds that illustrate the Lipschitz condition is required and the dependencies on $k$ an…
The non-linearity and non-convexity of power flow models and the phase coupling challenge the analysis and optimization of unbalanced distribution networks. To tackle the challenges, this paper proposes an online feedback-based linearized power flow model for unbalanced distribution networks with both wye-connected and delta-connected loads. The online feedback-based linearized model is grounded on the first-order Taylor expansion of the branch flow model, and updates the model parameters via online feedback by leveraging the instantaneous measured voltages and load consumption at the previous…
This paper proposes a novel online motion planning approach to robot navigation based on nonlinear model predictive control. Common approaches rely on pure Euclidean optimization parameters. In robot navigation, however, state spaces often include rotational components which span over non-Euclidean rotation groups. The proposed approach applies nonlinear increment and difference operators in the entire optimization scheme to explicitly consider these groups. Realizations include but are not limited to quadratic form and time-optimal objectives. A complex parking scenario for the kinematic bicy…
The aim of this paper is to propose a new data-driven control scheme for multi-input-multi-output linear time-invariant systems whose system model are completely unknown. Using a non-minimal input-output realization, the proposed method can be applied to the case where the system order is unknown, provided that its upper bound is known. A workaround against measurement noise is proposed and it is shown through simulation study that the proposed method is superior to the conventional methods when dealing with input/output data corrupted by measurement noise.
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…
Otto-von-Guericke-University（奥托·冯·格里克大学）；Universidad de Sevilla（塞维利亚大学）
Model predictive control allows to provide high performance and safety guarantees in the form of constraint satisfaction. These properties, however, can be satisfied only if the underlying model, used for prediction, of the controlled process is sufficiently accurate. One way to address this challenge is by data-driven and machine learning approaches, such as Gaussian processes, that allow to refine the model online during operation. We present a combination of an output feedback model predictive control scheme and a Gaussian process-based prediction model that is capable of efficient online l…
In real-world applications, we often require reliable decision making under dynamics uncertainties using noisy high-dimensional sensory data. Recently, we have seen an increasing number of learning-based control algorithms developed to address the challenge of decision making under dynamics uncertainties. These algorithms often make assumptions about the underlying unknown dynamics and, as a result, can provide safety guarantees. This is more challenging for other widely used learning-based decision making algorithms such as reinforcement learning. Furthermore, the majority of existing approac…
University of California Irvine（加州大学欧文分校）；Expedia Group（亿客行集团）；Texas A&M University（德州农工大学）
We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm does not know the true system model and has only access to a fixed-length (that does not grow with the control horizon) preview of the future cost functions. The goal of the online algorithm is to minimize the dynamic regret, defined as the difference between the cumulative cost incurred by the algorithm and that of the best sequence of actions in hindsight. …
