arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2112.04439eess.SYcs.SY
收藏

数据驱动的基于管的随机预测控制

Data-driven tube-based stochastic predictive control

Sebastian Kerz, Johannes Teutsch, Tim Brüdigam, Dirk Wollherr, Marion Leibold

摘要:

行为系统理论的一个强有力的结果,称为基本引理,允许预测控制类似于线性时不变(LTI)系统的模型预测控制(MPC),具有纯粹来自数据的未知动态。虽然大多数的数据驱动的预测控制文献的重点是相对于测量噪声的鲁棒性,只有少数作品考虑利用概率信息的干扰性能为导向的控制,在随机MPC。在这项工作中,我们提出了一种新的数据驱动的随机预测控制方案的机会约束LTI系统的测量噪声和附加的随机干扰。为了使其他随机和棘手的最优控制问题的确定性,我们的方法利用基于管的MPC的想法,通过将状态分解成由输入驱动的确定性标称状态和受干扰影响的随机误差状态。通过收紧约束的概率相对于加性干扰和鲁棒性相对于测量噪声,原始的机会约束的满意度得到保证。由此产生的数据驱动的滚动时域最优控制问题是轻量级的,递归可行的,并呈现闭环输入状态稳定的附加干扰和测量噪声。我们证明了所提出的方法的有效性,在一个仿真例子。

英文摘要:

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 to measurement noise and additive stochastic disturbances. In order to render the otherwise stochastic and intractable optimal control problem deterministic, our approach leverages ideas from tube-based MPC by decomposing the state into a deterministic nominal state driven by inputs and a stochastic error state affected by disturbances. By tightening constraints probabilistically with respect to the additive disturbance and robustly with respect to the measurement noise, satisfaction of original chance-constraints is guaranteed. The resulting data-driven receding horizon optimal control problem is lightweight and recursively feasible, and renders the closed loop input-to-state stable with respect to both additive disturbances and measurement noise. We demonstrate the effectiveness of the proposed approach in a simulation example.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑