Control of Constrained Dynamical Systems with Performance Guarantees: With Application to Vehicle motion Control

In control engineering, models of the system are commonly used for controller design. A standard control design problem consists of steering the given system output (or states) towards a predefined reference. Such a problem can be solved by employing feedback control strategies. By utilizing the knowledge of the model, these strategies compute the control inputs that shrink the error between the system outputs and their desired references over time. Usually, the control inputs must be computed such that the system output signals are kept in a desired region, possibly due to design or safety requirements. Also, the input signals should be within the physical limits of the actuators. Depending on the constraints, their violation might result in unacceptable system failures (e.g. deadly injury in the worst case). Thus, in safety-critical applications, a controller must be robust towards the modelling uncertainties and provide a priori guarantees for constraint satisfaction. A fundamental tool in constrained control application is the robust control invariant sets (RCI). For a controlled dynamical system, if initial states belong to RCI set, control inputs always exist that keep the future state trajectories restricted within the set. Hence, RCI sets can characterize a system that never violates constraints. These sets are the primary ingredient in the synthesis of the well-known constraint control strategies like model predictive control (MPC) and interpolation-based controller (IBC). Consequently, a large body of research has been devoted to the computation of these sets. In the thesis, we will focus on the computation of RCI sets and the method to generate control inputs that keep the system trajectories within RCI set. We specifically focus on the systems which have time-varying dynamics and polytopic constraints. Depending upon the nature of the time-varying element in the system description (i.e., if they are observable or not), we propose different sets of algorithms.The first group of algorithms apply to the system with time-varying, bounded uncertainties. To systematically handle the uncertainties and reduce conservatism, we exploit various tools from the robust control literature to derive novel conditions for invariance. The obtained conditions are then combined with a newly developed method for volume maximization and minimization in a convex optimization problem to compute desirably large and small RCI sets. In addition to ensuring invariance, it is also possible to guarantee desired closed-loop performance within the RCI set. Furthermore, developed algorithms can generate RCI sets with a predefined number of hyper-planes. This feature allows us to adjust the computational complexity of MPC and IBC controller when the sets are utilized in controller synthesis. Using numerical examples, we show that the proposed algorithms can outperform (volume-wise) many state-of-the-art methods when computing RCI sets.In the other case, we assume the time-varying parameters in system description to be observable. The developed algorithm has many similar characteristics as the earlier case, but now to utilize the parameter information, the control law and the RCI set are allowed to be parameter-dependent. We have numerically shown that the presented algorithm can generate invariant sets which are larger than the maximal RCI sets computed without exploiting parameter information.Lastly, we demonstrate how we can utilize some of these algorithms to construct a computationally efficient IBC controller for the vehicle motion control. The devised IBC controller guarantees to meet safety requirements mentioned in ISO 26262 and the ride comfort requirement by design

Computation of Robust Control Invariant Sets with Predefined Complexity for Uncertain Systems

This paper presents an algorithm that computes polytopic robust control-invariant (RCI) sets for rationally parameter-dependent systems with additive disturbances. By means of novel LMI feasibility conditions for invariance along with a newly developed method for volume maximization, an iterative algorithm is proposed for the computation of RCI sets with maximized volumes. The obtained RCI sets are symmetric around the origin by construction and have a user-defined level of complexity. Unlike many similar approaches, fixed state feedback structure is not imposed. In fact, a specific control input is obtained from the LMI problem for each extreme point of the RCI set. The outcomes of the proposed algorithm can be used to construct a piecewise-affine controller based on offline computations

Probability-guaranteed set-membership state estimation for polynomially uncertain linear time-invariant systems

2018 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting /republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other worksConventional deterministic set-membership (SM) estimation is limited to unknown-but-bounded uncertainties. In order to exploit distributional information of probabilistic uncertainties, a probability-guaranteed SM state estimation approach is proposed for uncertain linear time-invariant systems. This approach takes into account polynomial dependence on probabilistic uncertain parameters as well as additive stochastic noises. The purpose is to compute, at each time instant, a bounded set that contains the actual state with a guaranteed probability. The proposed approach relies on the extended form of an observer representation over a sliding window. For the offline observer synthesis, a polynomial-chaos-based method is proposed to minimize the averaged H2 estimation performance with respect to probabilistic uncertain parameters. It explicitly accounts for the polynomial uncertainty structure, whilst most literature relies on conservative affine or polytopic overbounding. Online state estimation restructures the extended observer form, and constructs a Gaussian mixture model to approximate the state distribution. This enables computationally efficient ellipsoidal calculus to derive SM estimates with a predefined confidence level. The proposed approach preserves time invariance of the uncertain parameters and fully exploits the polynomial uncertainty structure, to achieve tighter SM bounds. This improvement is illustrated by a numerical example with a comparison to a deterministic zonotopic method.Peer ReviewedPostprint (author's final draft

Distributed Random Convex Programming via Constraints Consensus

This paper discusses distributed approaches for the solution of random convex programs (RCP). RCPs are convex optimization problems with a (usually large) number N of randomly extracted constraints; they arise in several applicative areas, especially in the context of decision under uncertainty, see [2],[3]. We here consider a setup in which instances of the random constraints (the scenario) are not held by a single centralized processing unit, but are distributed among different nodes of a network. Each node "sees" only a small subset of the constraints, and may communicate with neighbors. The objective is to make all nodes converge to the same solution as the centralized RCP problem. To this end, we develop two distributed algorithms that are variants of the constraints consensus algorithm [4],[5]: the active constraints consensus (ACC) algorithm, and the vertex constraints consensus (VCC) algorithm. We show that the ACC algorithm computes the overall optimal solution in finite time, and with almost surely bounded communication at each iteration. The VCC algorithm is instead tailored for the special case in which the constraint functions are convex also w.r.t. the uncertain parameters, and it computes the solution in a number of iterations bounded by the diameter of the communication graph. We further devise a variant of the VCC algorithm, namely quantized vertex constraints consensus (qVCC), to cope with the case in which communication bandwidth among processors is bounded. We discuss several applications of the proposed distributed techniques, including estimation, classification, and random model predictive control, and we present a numerical analysis of the performance of the proposed methods. As a complementary numerical result, we show that the parallel computation of the scenario solution using ACC algorithm significantly outperforms its centralized equivalent

Scalable Approach to Uncertainty Quantification and Robust Design of Interconnected Dynamical Systems

Development of robust dynamical systems and networks such as autonomous aircraft systems capable of accomplishing complex missions faces challenges due to the dynamically evolving uncertainties coming from model uncertainties, necessity to operate in a hostile cluttered urban environment, and the distributed and dynamic nature of the communication and computation resources. Model-based robust design is difficult because of the complexity of the hybrid dynamic models including continuous vehicle dynamics, the discrete models of computations and communications, and the size of the problem. We will overview recent advances in methodology and tools to model, analyze, and design robust autonomous aerospace systems operating in uncertain environment, with stress on efficient uncertainty quantification and robust design using the case studies of the mission including model-based target tracking and search, and trajectory planning in uncertain urban environment. To show that the methodology is generally applicable to uncertain dynamical systems, we will also show examples of application of the new methods to efficient uncertainty quantification of energy usage in buildings, and stability assessment of interconnected power networks

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

Stochastic model predictive control of LPV systems via scenario optimization

A stochastic receding-horizon control approach for constrained Linear Parameter Varying discrete-time systems is proposed in this paper. It is assumed that the time-varying parameters have stochastic nature and that the system's matrices are bounded but otherwise arbitrary nonlinear functions of these parameters. No specific assumption on the statistics of the parameters is required. By using a randomization approach, a scenario-based finite-horizon optimal control problem is formulated, where only a finite number M of sampled predicted parameter trajectories (‘scenarios') are considered. This problem is convex and its solution is a priori guaranteed to be probabilistically robust, up to a user-defined probability level p. The p level is linked to M by an analytic relationship, which establishes a tradeoff between computational complexity and robustness of the solution. Then, a receding horizon strategy is presented, involving the iterated solution of a scenario-based finite-horizon control problem at each time step. Our key result is to show that the state trajectories of the controlled system reach a terminal positively invariant set in finite time, either deterministically, or with probability no smaller than p. The features of the approach are illustrated by a numerical example

Computation of Parameter Dependent Robust Invariant Sets for LPV Models with Guaranteed Performance

This paper presents an iterative algorithm to compute a Robust Control Invariant (RCI) set, along with an invariance-inducing control law, for Linear Parameter-Varying (LPV) systems. As the real-time measurements of the scheduling parameters are typically available, in the presented formulation, we allow the RCI set description along with the invariance-inducing controller to be scheduling parameter dependent. The considered formulation thus leads to parameter-dependent conditions for the set invariance, which are replaced by sufficient Linear Matrix Inequality (LMI) conditions via Polya's relaxation. These LMI conditions are then combined with a novel volume maximization approach in a Semidefinite Programming (SDP) problem, which aims at computing the desirably large RCI set. In addition to ensuring invariance, it is also possible to guarantee performance within the RCI set by imposing a chosen quadratic performance level as an additional constraint in the SDP problem. The reported numerical example shows that the presented iterative algorithm can generate invariant sets which are larger than the maximal RCI sets computed without exploiting scheduling parameter information.Comment: 32 pages, 5 figure

Parameter Dependent Robust Control Invariant Sets for LPV Systems with Bounded Parameter Variation Rate

Real-time measurements of the scheduling parameter of linear parameter-varying (LPV) systems enables the synthesis of robust control invariant (RCI) sets and parameter dependent controllers inducing invariance. We present a method to synthesize parameter-dependent robust control invariant (PD-RCI) sets for LPV systems with bounded parameter variation, in which invariance is induced using PD-vertex control laws. The PD-RCI sets are parameterized as configuration-constrained polytopes that admit a joint parameterization of their facets and vertices. The proposed sets and associated control laws are computed by solving a single semidefinite programing (SDP) problem. Through numerical examples, we demonstrate that the proposed method outperforms state-of-the-art methods for synthesizing PD-RCI sets, both with respect to conservativeness and computational load.Comment: 8 pages, 6 figure