Risk-averse Stochastic Nonlinear Model Predictive Control for Real-time Safety-critical Systems

Stochastic nonlinear model predictive control has been developed to systematically find an optimal decision with the aim of performance improvement in dynamical systems that involve uncertainties. However, most of the current methods are risk-neutral for safety-critical systems and depend on computationally expensive algorithms. This paper investigates on the risk-averse optimal stochastic nonlinear control subject to real-time safety-critical systems. In order to achieve a computationally tractable design and integrate knowledge about the uncertainties, bounded trajectories generated to quantify the uncertainties. The proposed controller considers these scenarios in a risk-sensitive manner. A certainty equivalent nonlinear model predictive control based on minimum principle is reformulated to optimise nominal cost and expected value of future recourse actions. The capability of proposed method in terms of states regulations, constraints fulfilment, and real-time implementation is demonstrated for a semi-autonomous ecological advanced driver assistance system specified for battery electric vehicles. This system plans for a safe and energy-efficient cruising velocity profile autonomously

Decision-Making Under Uncertainty: Beyond Probabilities

This position paper reflects on the state-of-the-art in decision-making under uncertainty. A classical assumption is that probabilities can sufficiently capture all uncertainty in a system. In this paper, the focus is on the uncertainty that goes beyond this classical interpretation, particularly by employing a clear distinction between aleatoric and epistemic uncertainty. The paper features an overview of Markov decision processes (MDPs) and extensions to account for partial observability and adversarial behavior. These models sufficiently capture aleatoric uncertainty but fail to account for epistemic uncertainty robustly. Consequently, we present a thorough overview of so-called uncertainty models that exhibit uncertainty in a more robust interpretation. We show several solution techniques for both discrete and continuous models, ranging from formal verification, over control-based abstractions, to reinforcement learning. As an integral part of this paper, we list and discuss several key challenges that arise when dealing with rich types of uncertainty in a model-based fashion

Multiple-objective sensor management and optimisation

One of the key challenges associated with exploiting modern Autonomous Vehicle technology for military surveillance tasks is the development of Sensor Management strategies which maximise the performance of the on-board Data-Fusion systems. The focus of this thesis is the development of Sensor Management algorithms which aim to optimise target tracking processes. Three principal theoretical and analytical contributions are presented which are related to the manner in which such problems are formulated and subsequently solved.Firstly, the trade-offs between optimising target tracking and other system-level objectives relating to expected operating lifetime are explored in an autonomous ground sensor scenario. This is achieved by modelling the observer trajectory control design as a probabilistic, information-theoretic, multiple-objective optimisation problem. This novel approach explores the relationships between the changes in sensor-target geometry that are induced by tracking performance measures and those relating to power consumption. This culminates in a novel observer trajectory control algorithm based onthe minimax approach.The second contribution is an analysis of the propagation of error through a limited-lookahead sensor control feedback loop. In the last decade, it has been shown that the use of such non-myopic (multiple-step) planning strategies can lead to superior performance in many Sensor Management scenarios. However, relatively little is known about the performance of strategies which use different horizon lengths. It is shown that, in the general case, planning performance is a function of the length of the horizon over which the optimisation is performed. While increasing the horizon maximises the chances of achieving global optimality, by revealing information about the substructureof the decision space, it also increases the impact of any prediction error, approximations, or unforeseen risk present within the scenario. These competing mechanisms aredemonstrated using an example tracking problem. This provides the motivation for a novel sensor control methodology that employs an adaptive length optimisation horizon. A route to selecting the optimal horizon size is proposed, based on a new non-myopic risk equilibrium which identifies the point where the two competing mechanisms are balanced.The third area of contribution concerns the development of a number of novel optimisation algorithms aimed at solving the resulting sequential decision making problems. These problems are typically solved using stochastic search methods such as Genetic Algorithms or Simulated Annealing. The techniques presented in this thesis are extensions of the recently proposed Repeated Weighted Boosting Search algorithm. In its originalform, it is only applicable to continuous, single-objective, ptimisation problems. The extensions facilitate application to mixed search spaces and Pareto multiple-objective problems. The resulting algorithms have performance comparable with Genetic Algorithm variants, and offer a number of advantages such as ease of implementation and limited tuning requirements