Voronoi Partition-based Scenario Reduction for Fast Sampling-based Stochastic Reachability Computation of LTI Systems

In this paper, we address the stochastic reach-avoid problem for linear systems with additive stochastic uncertainty. We seek to compute the maximum probability that the states remain in a safe set over a finite time horizon and reach a target set at the final time. We employ sampling-based methods and provide a lower bound on the number of scenarios required to guarantee that our estimate provides an underapproximation. Due to the probabilistic nature of the sampling-based methods, our underapproximation guarantee is probabilistic, and the proposed lower bound can be used to satisfy a prescribed probabilistic confidence level. To decrease the computational complexity, we propose a Voronoi partition-based to check the reach-avoid constraints at representative partitions (cells), instead of the original scenarios. The state constraints arising from the safe and target sets are tightened appropriately so that the solution provides an underapproximation for the original sampling-based method. We propose a systematic approach for selecting these representative cells and provide the flexibility to trade-off the number of cells needed for accuracy with the computational cost.Comment: Under review at American Control Conference, 201

Sample Truncation for Scenario Approach to Closed-loop Chance Constrained Trajectory Optimization for Linear Systems

This paper studies closed-loop chance constrained control problems with disturbance feedback (equivalently state feedback) where state and input vectors must remain in a prescribed polytopic safe region with a predefined confidence level. We propose to use a scenario approach where the uncertainty is replaced with a set of random samples (scenarios). Though a standard form of scenario approach is applicable in principle, it typically requires a large number of samples to ensure the required confidence levels. To resolve this drawback, we propose a method to reduce the computational complexity by eliminating the redundant samples and, more importantly, by truncating the less informative samples. Unlike the prior methods that start from the full sample set and remove the less informative samples at each step, we sort the samples in a descending order by first finding the most dominant ones. In this process the importance of each sample is measured via a proper mapping. Then the most dominant samples can be selected based on the allowable computational complexity and the rest of the samples are truncated offline. The truncation error is later compensated for by adjusting the safe regions via properly designed buffers, whose sizes are functions of the feedback gain and the truncation error.Comment: 8 pages, 3 figure

Contingency Model Predictive Control for Linear Time-Varying Systems

We present Contingency Model Predictive Control (CMPC), a motion planning and control framework that optimizes performance objectives while simultaneously maintaining a contingency plan -- an alternate trajectory that avoids a potential hazard. By preserving the existence of a feasible avoidance trajectory, CMPC anticipates emergency and keeps the controlled system in a safe state that is selectively robust to the identified hazard. We accomplish this by adding an additional prediction horizon in parallel to the typical Model Predictive Control (MPC) horizon. This extra horizon is constrained to guarantee safety from the contingent threat and is coupled to the nominal horizon at its first command. Thus, the two horizons negotiate to compute commands that are both optimized for performance and robust to the contingent event. This article presents a linear formulation for CMPC, illustrates its key features on a toy problem, and then demonstrates its efficacy experimentally on a full-size automated road vehicle that encounters a realistic pop-out obstacle. Contingency MPC approaches potential emergencies with safe, intuitive, and interpretable behavior that balances conservatism with incentive for high performance operation.Comment: Preprint of manuscript submitted for peer review to Transactions on Control Systems Technology. 12 pages, 14 figures, 1 tabl