Related papers: Dual Stochastic MPC for Systems with Parametric an…
Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…
Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…
Model Predictive Control (MPC) has shown to be a successful method for many applications that require control. Especially in the presence of prediction uncertainty, various types of MPC offer robust or efficient control system behavior. For…
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…
Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…
This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…
We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the…
Dual control addresses the trade-off between exploitation and exploration, where control inputs both regulate the system and generate informative data for estimation and identification. For certain problem classes, control and estimation…
Automated synthesis of correct-by-construction controllers for autonomous systems is crucial for their deployment in safety-critical scenarios. Such autonomous systems are naturally modeled as stochastic dynamical models. The general…
Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…
This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…
Output-Feedback Stochastic Model Predictive Control based on Stochastic Optimal Control for nonlinear systems is computationally intractable because of the need to solve a Finite Horizon Stochastic Optimal Control Problem. However, solving…
This paper presents a scheme for dual robust control of batch processes under parametric uncertainty. The dual-control paradigm arises in the context of adaptive control. A trade-off should be decided between the control actions that…
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…
This paper proposes a novel robust Model Predictive Control (MPC) scheme for linear discrete-time systems affected by model uncertainty described by interval matrices. The key feature of the proposed method is a bound on the uncertainty…
As robotic systems move from highly structured environments to open worlds, incorporating uncertainty from dynamics learning or state estimation into the control pipeline is essential for robust performance. In this paper we present a…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…
This paper presents the open-source stochastic model predictive control framework GRAMPC-S for nonlinear uncertain systems with chance constraints. It provides several uncertainty propagation methods to predict stochastic moments of the…
Horizon length and model accuracy are defining factors when designing a Model Predictive Controller. While long horizons and detailed models have a positive effect on control performance, computational complexity increases. As predictions…