1,370 research outputs found
Towards parallelizable sampling-based Nonlinear Model Predictive Control
This paper proposes a new sampling-based nonlinear model predictive control
(MPC) algorithm, with a bound on complexity quadratic in the prediction horizon
N and linear in the number of samples. The idea of the proposed algorithm is to
use the sequence of predicted inputs from the previous time step as a warm
start, and to iteratively update this sequence by changing its elements one by
one, starting from the last predicted input and ending with the first predicted
input. This strategy, which resembles the dynamic programming principle, allows
for parallelization up to a certain level and yields a suboptimal nonlinear MPC
algorithm with guaranteed recursive feasibility, stability and improved cost
function at every iteration, which is suitable for real-time implementation.
The complexity of the algorithm per each time step in the prediction horizon
depends only on the horizon, the number of samples and parallel threads, and it
is independent of the measured system state. Comparisons with the fmincon
nonlinear optimization solver on benchmark examples indicate that as the
simulation time progresses, the proposed algorithm converges rapidly to the
"optimal" solution, even when using a small number of samples.Comment: 9 pages, 9 pictures, submitted to IFAC World Congress 201
Stochastic Nonlinear Model Predictive Control with Efficient Sample Approximation of Chance Constraints
This paper presents a stochastic model predictive control approach for
nonlinear systems subject to time-invariant probabilistic uncertainties in
model parameters and initial conditions. The stochastic optimal control problem
entails a cost function in terms of expected values and higher moments of the
states, and chance constraints that ensure probabilistic constraint
satisfaction. The generalized polynomial chaos framework is used to propagate
the time-invariant stochastic uncertainties through the nonlinear system
dynamics, and to efficiently sample from the probability densities of the
states to approximate the satisfaction probability of the chance constraints.
To increase computational efficiency by avoiding excessive sampling, a
statistical analysis is proposed to systematically determine a-priori the least
conservative constraint tightening required at a given sample size to guarantee
a desired feasibility probability of the sample-approximated chance constraint
optimization problem. In addition, a method is presented for sample-based
approximation of the analytic gradients of the chance constraints, which
increases the optimization efficiency significantly. The proposed stochastic
nonlinear model predictive control approach is applicable to a broad class of
nonlinear systems with the sufficient condition that each term is analytic with
respect to the states, and separable with respect to the inputs, states and
parameters. The closed-loop performance of the proposed approach is evaluated
using the Williams-Otto reactor with seven states, and ten uncertain parameters
and initial conditions. The results demonstrate the efficiency of the approach
for real-time stochastic model predictive control and its capability to
systematically account for probabilistic uncertainties in contrast to a
nonlinear model predictive control approaches.Comment: Submitted to Journal of Process Contro
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