Robust adaptive MPC using control contraction metrics

We present a robust adaptive model predictive control (MPC) framework for nonlinear continuous-time systems with bounded parametric uncertainty and additive disturbance. We utilize general control contraction metrics (CCMs) to parameterize a homothetic tube around a nominal prediction that contains all uncertain trajectories. Furthermore, we incorporate model adaptation using set-membership estimation. As a result, the proposed MPC formulation is applicable to a large class of nonlinear systems, reduces conservatism during online operation, and guarantees robust constraint satisfaction and convergence to a neighborhood of the desired setpoint. One of the main technical contributions is the derivation of corresponding tube dynamics based on CCMs that account for the state and input dependent nature of the model mismatch. Furthermore, we online optimize over the nominal parameter, which enables general set-membership updates for the parametric uncertainty in the MPC. Benefits of the proposed homothetic tube MPC and online adaptation are demonstrated using a numerical example involving a planar quadrotor.Comment: This is the accepted version of the paper in Automatica, 202

Learning an Approximate Model Predictive Controller with Guarantees

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of nonlinear systems. Any standard supervised learning technique (e.g. neural networks) can be employed to approximate the MPC from samples. In order to obtain closed-loop guarantees for the learned MPC, a robust MPC design is combined with statistical learning bounds. The MPC design ensures robustness to inaccurate inputs within given bounds, and Hoeffding's Inequality is used to validate that the learned MPC satisfies these bounds with high confidence. The result is a closed-loop statistical guarantee on stability and constraint satisfaction for the learned MPC. The proposed learning-based MPC framework is illustrated on a nonlinear benchmark problem, for which we learn a neural network controller with guarantees.Comment: 6 pages, 3 figures, to appear in IEEE Control Systems Letter

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

From Uncertainty Data to Robust Policies for Temporal Logic Planning

We consider the problem of synthesizing robust disturbance feedback policies for systems performing complex tasks. We formulate the tasks as linear temporal logic specifications and encode them into an optimization framework via mixed-integer constraints. Both the system dynamics and the specifications are known but affected by uncertainty. The distribution of the uncertainty is unknown, however realizations can be obtained. We introduce a data-driven approach where the constraints are fulfilled for a set of realizations and provide probabilistic generalization guarantees as a function of the number of considered realizations. We use separate chance constraints for the satisfaction of the specification and operational constraints. This allows us to quantify their violation probabilities independently. We compute disturbance feedback policies as solutions of mixed-integer linear or quadratic optimization problems. By using feedback we can exploit information of past realizations and provide feasibility for a wider range of situations compared to static input sequences. We demonstrate the proposed method on two robust motion-planning case studies for autonomous driving

A Probabilistic Approach to Robust Optimal Experiment Design with Chance Constraints

Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output data sets with high information content for parameter estimation. Standard OED approaches however face two challenges: (i) experiment design under incomplete system information due to unknown true parameters, which usually requires many iterations of OED; (ii) incapability of systematically accounting for the inherent uncertainties of complex systems, which can lead to diminished effectiveness of the designed optimal excitation signal as well as violation of system constraints. This paper presents a robust OED approach for nonlinear systems with arbitrarily-shaped time-invariant probabilistic uncertainties. Polynomial chaos is used for efficient uncertainty propagation. The distinct feature of the robust OED approach is the inclusion of chance constraints to ensure constraint satisfaction in a stochastic setting. The presented approach is demonstrated by optimal experimental design for the JAK-STAT5 signaling pathway that regulates various cellular processes in a biological cell.Comment: Submitted to ADCHEM 201