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arXiv 2604.01034cs.ROmath.OC

Stein 变分不确定性自适应模型预测控制

Stein Variational Uncertainty-Adaptive Model Predictive Control

Hrishikesh Sathyanarayan, Ian Abraham

AI总结:

本文提出了一种基于Stein变分的分布鲁棒控制器,用于非线性动态系统中的参数不确定性问题,通过粒子方法近似任务依赖的不确定性分布,提高闭环性能的鲁棒性。

摘要:

我们提出了一种用于具有潜在参数不确定性非线性动态系统的Stein变分分布鲁棒控制器。该方法是保守最坏情况模糊集优化的一种替代方案,通过确定性粒子近似任务依赖的不确定性分布,使控制器能够专注于对闭环性能影响最大的参数敏感性。我们的方法通过将最优控制与Stein变分推断相结合,实现了对潜在参数不确定性的鲁棒性,同时避免了对不确定性模型的限制性参数假设,保持了计算并行性。与经典DRO不同,我们发现我们的方法通过围绕对任务目标最关键的不确定性来实现鲁棒性。所提出的框架因此在广义控制系统中,通过单一决策理论公式统一了鲁棒控制与变分推断。我们在代表性控制问题上进行了演示,实验证明了与名义、集合和经典分布鲁棒基线相比,改进了性能-鲁棒性权衡。

英文摘要:

We propose a Stein variational distributionally robust controller for nonlinear dynamical systems with latent parametric uncertainty. The method is an alternative to conservative worst-case ambiguity-set optimization with a deterministic particle-based approximation of a task-dependent uncertainty distribution, enabling the controller to concentrate on parameter sensitivities that most strongly affect closed-loop performance. Our method yields a controller that is robust to latent parameter uncertainty by coupling optimal control with Stein variational inference, and avoiding restrictive parametric assumptions on the uncertainty model while preserving computational parallelism. In contrast to classical DRO, which can sacrifice nominal performance through worst-case design, we find our approach achieves robustness by shaping the control law around relevant uncertainty that are most critical to the task objective. The proposed framework therefore reconciles robust control and variational inference in a single decision-theoretic formulation for broad classes of control systems with parameter uncertainty. We demonstrate our approach on representative control problems that empirically illustrate improved performance-robustness tradeoffs over nominal, ensemble, and classical distributionally robust baselines.

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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