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In this paper, we propose a novel Gaussian process-based moving horizon estimation (MHE) framework for unknown nonlinear systems. On the one hand, we approximate the system dynamics by the posterior means of the learned Gaussian processes…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

This paper presents a computationally efficient approach for Gaussian process model predictive control (GP-MPC), where Gaussian process (GP) regression is used to complement a baseline model of the system dynamics. The proposed method…

Optimization and Control · Mathematics 2026-05-12 Giannis Badakis , Mircea Lazar , Roland Toth

We present PANOC, a new algorithm for solving optimal control problems arising in nonlinear model predictive control (NMPC). A usual approach to this type of problems is sequential quadratic programming (SQP), which requires the solution of…

Optimization and Control · Mathematics 2017-09-20 Lorenzo Stella , Andreas Themelis , Pantelis Sopasakis , Panagiotis Patrinos

Model Predictive Control (MPC) is a method to control nonlinear systems with guaranteed stability and constraint satisfaction but suffers from high computation times. Approximate MPC (AMPC) with neural networks (NNs) has emerged to address…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Henrik Hose , Alexander Gräfe , Sebastian Trimpe

Heavy-duty hydraulic manipulators (HHMs) operate under strict physical and safety-critical constraints due to their large size, high power, and complex nonlinear dynamics. Ensuring that both joint-level and end-effector trajectories remain…

Robotics · Computer Science 2025-10-28 Alvaro Paz , Mahdi Hejrati , Pauli Mustalahti , Jouni Mattila

We develop a novel form of differentiable predictive control (DPC) with safety and robustness guarantees based on control barrier functions. DPC is an unsupervised learning-based method for obtaining approximate solutions to explicit model…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Wenceslao Shaw Cortez , Jan Drgona , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

Gaussian Process (GP) regressions have proven to be a valuable tool to predict disturbances and model mismatches and incorporate this information into a Model Predictive Control (MPC) prediction. Unfortunately, the computational complexity…

Systems and Control · Electrical Eng. & Systems 2022-10-17 Niklas Schmid , Jonas Gruner , Hossam S. Abbas , Philipp Rostalski

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

We propose a generic approach for numerically efficient simulation from analytically intractable distributions with constrained support. Our approach relies upon Generalized Randomized Hamiltonian Monte Carlo (GRHMC) processes and combines…

Computation · Statistics 2024-06-03 Tore Selland Kleppe , Roman Liesenfeld

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

We present a generative predictive control (GPC) framework that amortizes sampling-based Model Predictive Control (SPC) by bootstrapping it with conditional flow-matching models trained on SPC control sequences collected in simulation.…

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

In this note, we consider infinite horizon optimal control problems with deterministic systems. Since exact solutions to these problems are often intractable, we propose a parallel model predictive control (MPC) method that provides an…

Optimization and Control · Mathematics 2025-04-29 Yuchao Li , Aren Karapetyan , Niklas Schmid , John Lygeros , Karl H. Johansson , Jonas Mårtensson

Model Predictive Control (MPC) is among the most widely adopted and reliable methods for robot control, relying critically on an accurate dynamics model. However, existing dynamics models used in the gradient-based MPC are limited by…

Robotics · Computer Science 2025-08-11 Jan Węgrzynowski , Piotr Kicki , Grzegorz Czechmanowski , Maciej Krupka , Krzysztof Walas

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

For many tasks, multi-robot teams often provide greater efficiency, robustness, and resiliency. However, multi-robot collaboration in real-world scenarios poses a number of major challenges, especially when dynamic robots must balance…

Robotics · Computer Science 2025-01-22 Mark Gonzales , Adam Polevoy , Marin Kobilarov , Joseph Moore

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

A common problem when using model predictive control (MPC) in practice is the satisfaction of safety specifications beyond the prediction horizon. While theoretical works have shown that safety can be guaranteed by enforcing a suitable…

Robotics · Computer Science 2025-07-09 Ji Yin , Oswin So , Eric Yang Yu , Chuchu Fan , Panagiotis Tsiotras

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Nonlinear model predictive control (NMPC) is a popular strategy for solving motion planning problems, including obstacle avoidance constraints, in autonomous driving applications. Non-smooth obstacle shapes, such as rectangles, introduce…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Rudolf Reiter , Katrin Baumgärtner , Rien Quirynen , Moritz Diehl