774 research outputs found
Learning Robustness with Bounded Failure: An Iterative MPC Approach
We propose an approach to design a Model Predictive Controller (MPC) for
constrained Linear Time Invariant systems performing an iterative task. The
system is subject to an additive disturbance, and the goal is to learn to
satisfy state and input constraints robustly. Using disturbance measurements
after each iteration, we construct Confidence Support sets, which contain the
true support of the disturbance distribution with a given probability. As more
data is collected, the Confidence Supports converge to the true support of the
disturbance. This enables design of an MPC controller that avoids conservative
estimate of the disturbance support, while simultaneously bounding the
probability of constraint violation. The efficacy of the proposed approach is
then demonstrated with a detailed numerical example.Comment: Added GitHub link to all source code
Robust economic model predictive control: recursive feasibility, stability and average performance
This thesis is mainly concerned with designing algorithms for Economic Model Predictive Control (EMPC), and analysis of its resulting recursive feasibility, stability and asymptotic average performance.
In particular, firstly, in order to extend and unify the formulation and analysis of economic model predictive control for general optimal operation regimes, including steady-state or periodic operation, we propose the novel concept of a “control storage function” and introduce upper and lower bounds to the best asymptotic average performance for nonlinear control systems based on suitable notions of dissipativity and controlled dissipativity. As a special case, when the optimal operation is periodic, we present a new approach to formulate terminal cost functions.
Secondly, aiming at designing a robust EMPC controller for nonlinear systems with general optimal regimes of operation, we present a tube-based robust EMPC algorithm for discrete-time nonlinear systems that are perturbed by disturbance inputs. The proposed algorithm minimizes a modified economic objective function, which considers the worst cost within a tube around the solution of the associated nominal system. Recursive feasibility and an a-priori upper bound to the closed-loop asymptotic average performance are ensured. Thanks to the use of dissipativity of the nominal system with a suitable supply rate, the closed-loop system under the proposed controller is shown to be asymptotically stable, in the sense that it is driven to an optimal robust invariant set.
Thirdly, for the purpose of combining robust EMPC design with a state observer in a single pure economic optimization problem, we consider homothetic tube-based EMPC synthesis for constrained linear discrete time systems. Since, in practical systems, full state measurement is seldom available, the proposed method integrates a moving horizon estimator to achieve closed-loop stability and constraint satisfaction despite system disturbances and output measurement noise. In contrast to existing approaches, the worst cost within a single homothetic tube around the solution of the associated nominal system is minimized, which at the same time tightens the bound on the set of potential states compatible with past output and input data. We show that the designed optimization problem is recursively feasible and adoption of homothetic tubes leads to less conservative economic performance bounds. In addition, the use of strict dissipativity of the nominal system guarantees asymptotic stability of the resulting closed-loop system.
Finally, to deal with the unknown nonzero mean disturbance and the presence of plant-model error, we propose a novel economic MPC algorithm aiming at achieving optimal steady-state performance despite the presence of plant-model mismatch or unmeasured nonzero mean disturbances. According to the offset-free formulation, the system's state is augmented with disturbances and transformed into a new coordinate framework. Based on the new variables, the proposed controller integrates a moving horizon estimator to determine a solution of the nominal system surrounded by a set of potential states compatible with past input and output measurements. The worst cost within a single homothetic tube around the nominal solution is chosen as the economic objective function which is minimized to provide a tightened upper bound for the accumulated real cost within the prediction horizon window. Thanks to the combined use of the nominal system and homothetic tube, the designed optimization problem is recursively feasible and less conservative economic performance bounds are achieved.Open Acces
A stochastic output-feedback MPC scheme for distributed systems
In this paper, we present a novel stochastic output-feedback MPC scheme for
distributed systems with additive process and measurement noise. The chance
constraints are treated with the concept of probabilistic reachable sets,
which, under an unimodality assumption on the disturbance distributions are
guaranteed to be satisfied in closed-loop. By conditioning the initial state of
the optimization problem on feasibility, the fundamental property of recursive
feasibility is ensured. Closed-loop chance constraint satisfaction, recursive
feasibility and convergence to an asymptotic average cost bound are proven. The
paper closes with a numerical example of three interconnected subsystems,
highlighting the chance constraint satisfaction and average cost compared to a
centralized setting.Comment: 2020 American Control Conferenc
LSTM Neural Networks: Input to State Stability and Probabilistic Safety Verification
The goal of this paper is to analyze Long Short Term Memory (LSTM) neural
networks from a dynamical system perspective. The classical recursive equations
describing the evolution of LSTM can be recast in state space form, resulting
in a time-invariant nonlinear dynamical system. A sufficient condition
guaranteeing the Input-to-State (ISS) stability property of this class of
systems is provided. The ISS property entails the boundedness of the output
reachable set of the LSTM. In light of this result, a novel approach for the
safety verification of the network, based on the Scenario Approach, is devised.
The proposed method is eventually tested on a pH neutralization process.Comment: Accepted for Learning for dynamics & control (L4DC) 202
Probabilistic performance validation of deep learning-based robust NMPC controllers
Solving nonlinear model predictive control problems in real time is still an important challenge despite of recent advances in computing hardware, optimization algorithms and tailored implementations. This challenge is even greater when uncertainty is present due to disturbances, unknown parameters or measurement and estimation errors. To enable the application of advanced control schemes to fast systems and on low-cost embedded hardware, we propose to approximate a robust nonlinear model controller using deep learning and to verify its quality using probabilistic validation techniques. We propose a probabilistic validation technique based on finite families, combined with the idea of generalized maximum and constraint backoff to enable statistically valid conclusions related to general performance indicators. The potential of the proposed approach is demonstrated with simulation results of an uncertain nonlinear system.gencia Estatal de Investigación (AEI)-Spain Grant PID2019-106212RB-C41/AEI/10.13039/501100011
Set-Point Tracking MPC with Avoidance Features
This work proposes a finite-horizon optimal control strategy to solve the
tracking problem while providing avoidance features to the closed-loop system.
Inspired by the set-point tracking model predictive control (MPC) framework,
the central idea of including artificial variables into the optimal control
problem is considered. This approach allows us to add avoidance features into
the set-point tracking MPC strategy without losing the properties of an
enlarged domain of attraction and feasibility insurances in the face of any
changing reference. Besides, the artificial variables are considered together
with an avoidance cost functional to establish the basis of the strategy,
maintaining the recursive feasibility property in the presence of a previously
unknown number of regions to be avoided. It is shown that the closed-loop
system is recursively feasible and input-to-state-stable under the mild
assumption that the avoidance cost is uniformly bounded over time. Finally, two
numerical examples illustrate the controller behavior
Stabilizing predictive control with persistence of excitation for constrained linear systems
A new adaptive predictive controller for constrained linear systems is presented. The main feature of the proposed controller is the partition of the input in two components. The first part is used to persistently excite the system, in order to guarantee accurate and convergent parameter estimates in a deterministic framework. An MPC-inspired receding horizon optimization problem is developed to achieve the required excitation in a manner that is optimal for the plant. The remaining control action is employed by a conventional tube MPC controller to regulate the plant in the presence of parametric uncertainty and the excitation generated for estimation purposes. Constraint satisfaction, robust exponential stability, and convergence of the estimates are guaranteed under design conditions mildly more demanding than that of standard MPC implementations
Probabilistic performance validation of deep learning-based robust NMPC controllers
Solving nonlinear model predictive control problems in real time is still an important challenge despite of recent advances in computing hardware, optimization algorithms and tailored implementations. This challenge is even greater when uncertainty is present due to disturbances, unknown parameters or measurement and estimation errors. To enable the application of advanced control schemes to fast systems and on low-cost embedded hardware, we propose to approximate a robust nonlinear model controller using deep learning and to verify its quality using probabilistic validation techniques. We propose a probabilistic validation technique based on finite families, combined with the idea of generalized maximum and constraint backoff to enable statistically valid conclusions related to general performance indicators. The potential of the proposed approach is demonstrated with simulation results of an uncertain nonlinear system
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