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

Robust MPC of constrained nonlinear systems based on interval arithmetic

A robust MPC for constrained discrete-time nonlinear systems with additive uncertainties is presented. The proposed controller is based on the concept of reachable sets, that is, the sets that contain the predicted evolution of the uncertain system for all possible uncertainties. If processes are nonlinear these sets are very difficult to compute. A conservative approximation based on interval arithmetic is proposed for the online computation of these sets. This technique provides good results with a computational effort only slightly greater than the one corresponding to the nominal prediction. These sets are incorporated into the MPC formulation to achieve robust stability. By choosing a robust positively invariant set as a terminal constraint, a robustly stabilising controller is obtained. Stability is guaranteed in the case of suboptimality of the computed solution. The proposed controller is applied to a continuous stirred tank reactor with an exothermic reaction.Ministerio de Ciencia y Tecnología DPI-2001-2380-03- 01Ministerio de Ciencia y Tecnología DPI-2002-4375-C02-0

Data-driven Identification and Prediction of Power System Dynamics Using Linear Operators

In this paper, we propose linear operator theoretic framework involving Koopman operator for the data-driven identification of power system dynamics. We explicitly account for noise in the time series measurement data and propose robust approach for data-driven approximation of Koopman operator for the identification of nonlinear power system dynamics. The identified model is used for the prediction of state trajectories in the power system. The application of the framework is illustrated using an IEEE nine bus test system.Comment: Accepted for publication in IEEE Power and Energy System General Meeting 201

SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression

This paper deals with the problem of finding the globally optimal subset of h elements from a larger set of n elements in d space dimensions so as to minimize a quadratic criterion, with an special emphasis on applications to computing the Least Trimmed Squares Estimator (LTSE) for robust regression. The computation of the LTSE is a challenging subset selection problem involving a nonlinear program with continuous and binary variables, linked in a highly nonlinear fashion. The selection of a globally optimal subset using the branch and bound (BB) algorithm is limited to problems in very low dimension, tipically d<5, as the complexity of the problem increases exponentially with d. We introduce a bold pruning strategy in the BB algorithm that results in a significant reduction in computing time, at the price of a negligeable accuracy lost. The novelty of our algorithm is that the bounds at nodes of the BB tree come from pseudo-convexifications derived using a linearization technique with approximate bounds for the nonlinear terms. The approximate bounds are computed solving an auxiliary semidefinite optimization problem. We show through a computational study that our algorithm performs well in a wide set of the most difficult instances of the LTSE problem.Comment: 12 pages, 3 figures, 2 table

Stochastic MPC Design for a Two-Component Granulation Process

We address the issue of control of a stochastic two-component granulation process in pharmaceutical applications through using Stochastic Model Predictive Control (SMPC) and model reduction to obtain the desired particle distribution. We first use the method of moments to reduce the governing integro-differential equation down to a nonlinear ordinary differential equation (ODE). This reduced-order model is employed in the SMPC formulation. The probabilistic constraints in this formulation keep the variance of particles' drug concentration in an admissible range. To solve the resulting stochastic optimization problem, we first employ polynomial chaos expansion to obtain the Probability Distribution Function (PDF) of the future state variables using the uncertain variables' distributions. As a result, the original stochastic optimization problem for a particulate system is converted to a deterministic dynamic optimization. This approximation lessens the computation burden of the controller and makes its real time application possible.Comment: American control Conference, May, 201

On the Selection of Tuning Methodology of FOPID Controllers for the Control of Higher Order Processes

In this paper, a comparative study is done on the time and frequency domain tuning strategies for fractional order (FO) PID controllers to handle higher order processes. A new fractional order template for reduced parameter modeling of stable minimum/non-minimum phase higher order processes is introduced and its advantage in frequency domain tuning of FOPID controllers is also presented. The time domain optimal tuning of FOPID controllers have also been carried out to handle these higher order processes by performing optimization with various integral performance indices. The paper highlights on the practical control system implementation issues like flexibility of online autotuning, reduced control signal and actuator size, capability of measurement noise filtration, load disturbance suppression, robustness against parameter uncertainties etc. in light of the above tuning methodologies.Comment: 27 pages, 10 figure