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arXiv 2203.02720cs.LGcs.ROcs.SYeess.SYmath.OC
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模型预测控制的贝叶斯学习方法

Bayesian Learning Approach to Model Predictive Control

Cranfield University(克兰菲尔德大学)

Namhoon Cho, Seokwon Lee, Hyo-Sang Shin, Antonios Tsourdos

摘要:

本研究提出了一个贝叶斯学习的观点对模型预测控制算法。在早期的贝叶斯学习和基于采样的模型预测控制的研究中,已经分别开发了高级框架。一方面,贝叶斯学习规则提供了一个通用框架,能够生成各种机器学习算法作为特殊实例。另一方面,动态镜下降模型预测控制框架能够使基于样本展开的控制算法多样化。然而,在随机最优控制的背景下,这两个框架之间的联系仍然没有得到充分的理解。本研究将贝叶斯学习规则的观点结合到模型预测控制的设定中,从模型预测控制器作为在线学习者的观点中得到启发。变分公式的后验类和自然梯度近似的选择决定了模型预测控制的贝叶斯学习方法中模型预测控制算法的多样化。这种替代观点通过简化设计选择的解释来补充动态镜像下降框架。

英文摘要:

This study presents a Bayesian learning perspective towards model predictive control algorithms. High-level frameworks have been developed separately in the earlier studies on Bayesian learning and sampling-based model predictive control. On one hand, the Bayesian learning rule provides a general framework capable of generating various machine learning algorithms as special instances. On the other hand, the dynamic mirror descent model predictive control framework is capable of diversifying sample-rollout-based control algorithms. However, connections between the two frameworks have still not been fully appreciated in the context of stochastic optimal control. This study combines the Bayesian learning rule point of view into the model predictive control setting by taking inspirations from the view of understanding model predictive controller as an online learner. The selection of posterior class and natural gradient approximation for the variational formulation governs diversification of model predictive control algorithms in the Bayesian learning approach to model predictive control. This alternative viewpoint complements the dynamic mirror descent framework through streamlining the explanation of design choices.

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