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arXiv 2604.00935eess.SYcs.SYmath.OC
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多项式参数Koopman算子用于随机MPC

Polynomial Parametric Koopman Operators for Stochastic MPC

Massachusetts Institute of Technology(麻省理工学院);Johns Hopkins University(约翰斯·霍普金斯大学)

Efstathios Iliakis, Wallace Gian Yion Tan, Liang Wu, Jan Drgona, Richard D. Braatz

AI总结:

本文提出了一种基于多项式混沌展开的参数Koopman算子框架,用于随机模型预测控制,通过EDMD-DL方法从数据中学习模型,实现高效非线性SMPC问题求解。

摘要:

本文开发了一种参数Koopman算子框架用于随机模型预测控制(SMPC),其中Koopman算子通过多项式混沌展开(PCE)参数化。模型通过扩展动态模式分解-字典学习(EDMD-DL)方法从数据中学习,保留了EDMD矩阵PCE系数的凸最小二乘结构。与传统随机伽辽金投影方法不同,我们推导出SMPC问题的确定性简化形式,其维度仅随控制时间 horizon和输入维度变化,与提升的状态维度和保留的PCE项数无关。因此,我们的框架能够利用标准凸优化求解器高效求解具有期望和二阶矩约束的非线性SMPC问题。数值示例展示了我们的框架在非线性系统不确定性感知SMPC中的有效性。

英文摘要:

This paper develops a parametric Koopman operator framework for Stochastic Model Predictive Control (SMPC), where the Koopman operator is parametrized by Polynomial Chaos Expansions (PCEs). The model is learned from data using the Extended Dynamic Mode Decomposition -- Dictionary Learning (EDMD-DL) method, which preserves the convex least-squares structure for the PCE coefficients of the EDMD matrix. Unlike conventional stochastic Galerkin projection approaches, we derive a condensed deterministic reformulation of the SMPC problem whose dimension scales only with the control horizon and input dimension, and is independent of both the lifted state dimension and the number of retained PCE terms. Our framework, therefore, enables efficient nonlinear SMPC problems with expectation and second-order moment constraints with standard convex optimization solvers. Numerical examples demonstrate the efficacy of our framework for uncertainty-aware SMPC of nonlinear systems.

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。

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