Non-Linear Model Predictive Control with Adaptive Time-Mesh Refinement

In this paper, we present a novel solution for real-time, Non-Linear Model Predictive Control (NMPC) exploiting a time-mesh refinement strategy. The proposed controller formulates the Optimal Control Problem (OCP) in terms of flat outputs over an adaptive lattice. In common approximated OCP solutions, the number of discretization points composing the lattice represents a critical upper bound for real-time applications. The proposed NMPC-based technique refines the initially uniform time horizon by adding time steps with a sampling criterion that aims to reduce the discretization error. This enables a higher accuracy in the initial part of the receding horizon, which is more relevant to NMPC, while keeping bounded the number of discretization points. By combining this feature with an efficient Least Square formulation, our solver is also extremely time-efficient, generating trajectories of multiple seconds within only a few milliseconds. The performance of the proposed approach has been validated in a high fidelity simulation environment, by using an UAV platform. We also released our implementation as open source C++ code.Comment: In: 2018 IEEE International Conference on Simulation, Modeling, and Programming for Autonomous Robots (SIMPAR 2018

On the smoothness of nonlinear system identification

We shed new light on the \textit{smoothness} of optimization problems arising in prediction error parameter estimation of linear and nonlinear systems. We show that for regions of the parameter space where the model is not contractive, the Lipschitz constant and $\beta$-smoothness of the objective function might blow up exponentially with the simulation length, making it hard to numerically find minima within those regions or, even, to escape from them. In addition to providing theoretical understanding of this problem, this paper also proposes the use of multiple shooting as a viable solution. The proposed method minimizes the error between a prediction model and the observed values. Rather than running the prediction model over the entire dataset, multiple shooting splits the data into smaller subsets and runs the prediction model over each subset, making the simulation length a design parameter and making it possible to solve problems that would be infeasible using a standard approach. The equivalence to the original problem is obtained by including constraints in the optimization. The new method is illustrated by estimating the parameters of nonlinear systems with chaotic or unstable behavior, as well as neural networks. We also present a comparative analysis of the proposed method with multi-step-ahead prediction error minimization

Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control

This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York

Prediction of stable walking for a toy that cannot stand

Previous experiments [M. J. Coleman and A. Ruina, Phys. Rev. Lett. 80, 3658 (1998)] showed that a gravity-powered toy with no control and which has no statically stable near-standing configurations can walk stably. We show here that a simple rigid-body statically-unstable mathematical model based loosely on the physical toy can predict stable limit-cycle walking motions. These calculations add to the repertoire of rigid-body mechanism behaviors as well as further implicating passive-dynamics as a possible contributor to stability of animal motions.Comment: Note: only corrections so far have been fixing typo's in these comments. 3 pages, 2 eps figures, uses epsf.tex, revtex.sty, amsfonts.sty, aps.sty, aps10.sty, prabib.sty; Accepted for publication in Phys. Rev. E. 4/9/2001 ; information about Andy Ruina's lab (including Coleman's, Garcia's and Ruina's other publications and associated video clips) can be found at: http://www.tam.cornell.edu/~ruina/hplab/index.html and more about Georg Bock's Simulation Group with whom Katja Mombaur is affiliated can be found at http://www.iwr.uni-heidelberg.de/~agboc