Bayesian model predictive control: Efficient model exploration and regret bounds using posterior sampling

Tight performance specifications in combination with operational constraints make model predictive control (MPC) the method of choice in various industries. As the performance of an MPC controller depends on a sufficiently accurate objective and prediction model of the process, a significant effort in the MPC design procedure is dedicated to modeling and identification. Driven by the increasing amount of available system data and advances in the field of machine learning, data-driven MPC techniques have been developed to facilitate the MPC controller design. While these methods are able to leverage available data, they typically do not provide principled mechanisms to automatically trade off exploitation of available data and exploration to improve and update the objective and prediction model. To this end, we present a learning-based MPC formulation using posterior sampling techniques, which provides finite-time regret bounds on the learning performance while being simple to implement using off-the-shelf MPC software and algorithms. The performance analysis of the method is based on posterior sampling theory and its practical efficiency is illustrated using a numerical example of a highly nonlinear dynamical car-trailer system

Performance-oriented model learning for data-driven MPC design

Model Predictive Control (MPC) is an enabling technology in applications requiring controlling physical processes in an optimized way under constraints on inputs and outputs. However, in MPC closed-loop performance is pushed to the limits only if the plant under control is accurately modeled; otherwise, robust architectures need to be employed, at the price of reduced performance due to worst-case conservative assumptions. In this paper, instead of adapting the controller to handle uncertainty, we adapt the learning procedure so that the prediction model is selected to provide the best closed-loop performance. More specifically, we apply for the first time the above "identification for control" rationale to hierarchical MPC using data-driven methods and Bayesian optimization.Comment: Accepted for publication in the IEEE Control Systems Letters (L-CSS

A probabilistic approach to model-based adaptive control for damping of interarea oscillations

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Uncertainty Aware Learning from Demonstrations in Multiple Contexts using Bayesian Neural Networks

Diversity of environments is a key challenge that causes learned robotic controllers to fail due to the discrepancies between the training and evaluation conditions. Training from demonstrations in various conditions can mitigate---but not completely prevent---such failures. Learned controllers such as neural networks typically do not have a notion of uncertainty that allows to diagnose an offset between training and testing conditions, and potentially intervene. In this work, we propose to use Bayesian Neural Networks, which have such a notion of uncertainty. We show that uncertainty can be leveraged to consistently detect situations in high-dimensional simulated and real robotic domains in which the performance of the learned controller would be sub-par. Also, we show that such an uncertainty based solution allows making an informed decision about when to invoke a fallback strategy. One fallback strategy is to request more data. We empirically show that providing data only when requested results in increased data-efficiency.Comment: Copyright 20XX 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 work

A Learning-based Stochastic MPC Design for Cooperative Adaptive Cruise Control to Handle Interfering Vehicles

Vehicle to Vehicle (V2V) communication has a great potential to improve reaction accuracy of different driver assistance systems in critical driving situations. Cooperative Adaptive Cruise Control (CACC), which is an automated application, provides drivers with extra benefits such as traffic throughput maximization and collision avoidance. CACC systems must be designed in a way that are sufficiently robust against all special maneuvers such as cutting-into the CACC platoons by interfering vehicles or hard braking by leading cars. To address this problem, a Neural- Network (NN)-based cut-in detection and trajectory prediction scheme is proposed in the first part of this paper. Next, a probabilistic framework is developed in which the cut-in probability is calculated based on the output of the mentioned cut-in prediction block. Finally, a specific Stochastic Model Predictive Controller (SMPC) is designed which incorporates this cut-in probability to enhance its reaction against the detected dangerous cut-in maneuver. The overall system is implemented and its performance is evaluated using realistic driving scenarios from Safety Pilot Model Deployment (SPMD).Comment: 10 pages, Submitted as a journal paper at T-I

Model predictive control techniques for hybrid systems

This paper describes the main issues encountered when applying model predictive control to hybrid processes. Hybrid model predictive control (HMPC) is a research field non-fully developed with many open challenges. The paper describes some of the techniques proposed by the research community to overcome the main problems encountered. Issues related to the stability and the solution of the optimization problem are also discussed. The paper ends by describing the results of a benchmark exercise in which several HMPC schemes were applied to a solar air conditioning plant.Ministerio de Eduación y Ciencia DPI2007-66718-C04-01Ministerio de Eduación y Ciencia DPI2008-0581