Explicit feedback synthesis for nonlinear robust model predictive control driven by quasi-interpolation

We present QuIFS (Quasi-Interpolation driven Feedback Synthesis): an offline feedback synthesis algorithm for explicit nonlinear robust minmax model predictive control (MPC) problems with guaranteed quality of approximation. The underlying technique is driven by a particular type of grid-based quasi-interpolation scheme. The QuIFS algorithm departs drastically from conventional approximation algorithms that are employed in the MPC industry (in particular, it is neither based on multi-parametric programming tools and nor does it involve kernel methods), and the essence of its point of departure is encoded in the following challenge-answer approach: Given an error margin $\varepsilon>0$, compute in a single stroke a feasible feedback policy that is uniformly $\varepsilon$-close to the optimal MPC feedback policy for a given nonlinear system subjected to constraints and bounded uncertainties. Closed-loop stability and recursive feasibility under the approximate feedback policy are also established. We provide a library of numerical examples to illustrate our results.Comment: 31 Page

Min-max model predictive control as a quadratic program

This paper deals with the implementation of min-max model predictive control for constrained linear systems with bounded additive uncertainties and quadratic cost functions. This type of controller has been shown to be a continuous piecewise affine function of the state vector by geometrical methods. However, no algorithm for computing the explicit solution has been given. In this paper, we show that the min-max optimization problem can be expressed as a multi-parametric quadratic program, and so, the explicit form of the controller may be determined by standard multi-parametric techniques

Robust explicit MPC design under finite precision arithmetic

We propose a design methodology for explicit Model Predictive Control (MPC) that guarantees hard constraint satisfaction in the presence of finite precision arithmetic errors. The implementation of complex digital control techniques, like MPC, is becoming increasingly adopted in embedded systems, where reduced precision computation techniques are embraced to achieve fast execution and low power consumption. However, in a low precision implementation, constraint satisfaction is not guaranteed if infinite precision is assumed during the algorithm design. To enforce constraint satisfaction under numerical errors, we use forward error analysis to compute an error bound on the output of the embedded controller. We treat this error as a state disturbance and use this to inform the design of a constraint-tightening robust controller. Benchmarks with a classical control problem, namely an inverted pendulum, show how it is possible to guarantee, by design, constraint satisfaction for embedded systems featuring low precision, fixed-point computations

Robustly stable feedback min-max model predictive control

Published versio

Fast Non-Parametric Learning to Accelerate Mixed-Integer Programming for Online Hybrid Model Predictive Control

Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that exact optimal control law can be computed, e.g., by mixed-integer programming (MIP) under piecewise-affine (PWA) system models. Despite the elegant theory, online solving hybrid MPC is still out of reach for many applications. We aim to speed up MIP by combining geometric insights from hybrid MPC, a simple-yet-effective learning algorithm, and MIP warm start techniques. Following a line of work in approximate explicit MPC, the proposed learning-control algorithm, LNMS, gains computational advantage over MIP at little cost and is straightforward for practitioners to implement

Gaussian process model based predictive control

Gaussian process models provide a probabilistic non-parametric modelling approach for black-box identification of non-linear dynamic systems. The Gaussian processes can highlight areas of the input space where prediction quality is poor, due to the lack of data or its complexity, by indicating the higher variance around the predicted mean. Gaussian process models contain noticeably less coefficients to be optimized. This paper illustrates possible application of Gaussian process models within model-based predictive control. The extra information provided within Gaussian process model is used in predictive control, where optimization of control signal takes the variance information into account. The predictive control principle is demonstrated on control of pH process benchmark

Learning an Approximate Model Predictive Controller with Guarantees

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of nonlinear systems. Any standard supervised learning technique (e.g. neural networks) can be employed to approximate the MPC from samples. In order to obtain closed-loop guarantees for the learned MPC, a robust MPC design is combined with statistical learning bounds. The MPC design ensures robustness to inaccurate inputs within given bounds, and Hoeffding's Inequality is used to validate that the learned MPC satisfies these bounds with high confidence. The result is a closed-loop statistical guarantee on stability and constraint satisfaction for the learned MPC. The proposed learning-based MPC framework is illustrated on a nonlinear benchmark problem, for which we learn a neural network controller with guarantees.Comment: 6 pages, 3 figures, to appear in IEEE Control Systems Letter