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A comprehensive approach addressing identification and control for learningbased Model Predictive Control (MPC) for linear systems is presented. The design technique yields a data-driven MPC law, based on a dataset collected from the…

Systems and Control · Computer Science 2018-10-31 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

In this paper, we present a data-driven model predictive control (MPC) scheme that is capable of stabilizing unknown linear time-invariant systems under the influence of process disturbances. To this end, Willems' lemma is used to predict…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Christian Klöppelt , Julian Berberich , Frank Allgöwer , Matthias A. Müller

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

This paper investigates the problem of designing data-driven stochastic Model Predictive Control (MPC) for linear time-invariant systems under additive stochastic disturbance, whose probability distribution is unknown but can be partially…

Optimization and Control · Mathematics 2020-12-29 Chao Ning , Fengqi You

While it has been repeatedly shown that learning-based controllers can provide superior performance, they often lack of safety guarantees. This paper aims at addressing this problem by introducing a model predictive safety certification…

Systems and Control · Computer Science 2019-04-09 Kim P. Wabersich , Melanie N. Zeilinger

We present a sample-based Learning Model Predictive Controller (LMPC) for constrained uncertain linear systems subject to bounded additive disturbances. The proposed controller builds on earlier work on LMPC for deterministic systems.…

Systems and Control · Computer Science 2021-01-22 Ugo Rosolia , Francesco Borrelli

A robust Learning Model Predictive Controller (LMPC) for uncertain systems performing iterative tasks is presented. At each iteration of the control task the closed-loop state, input and cost are stored and used in the controller design.…

Systems and Control · Electrical Eng. & Systems 2021-07-06 Ugo Rosolia , Xiaojing Zhang , Francesco Borrelli

We present a stochastic model predictive control (SMPC) framework for linear systems subject to possibly unbounded disturbances. State of the art SMPC approaches with closed-loop chance constraint satisfaction recursively initialize the…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Johannes Köhler , Melanie N. Zeilinger

We propose a distributionally robust return-risk model for Markov decision processes (MDPs) under risk and reward ambiguity. The proposed model optimizes the weighted average of mean and percentile performances, and it covers the…

Machine Learning · Computer Science 2023-01-05 Haolin Ruan , Zhi Chen , Chin Pang Ho

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

The problem of achieving a good trade-off in Stochastic Model Predictive Control between the competing goals of improving the average performance and reducing conservativeness, while still guaranteeing recursive feasibility and low…

Optimization and Control · Mathematics 2016-06-21 Matthias Lorenzen , Frank Allgöwer , Fabrizio Dabbene , Roberto Tempo

Event-triggered control strategy is capable of significantly reducing the number of control task executions without sacrificing control performance. In this paper, we propose a novel learning-based approach towards an event-triggered model…

Optimization and Control · Mathematics 2024-01-02 Yuga Onoue , Kazumune Hashimoto , Akifumi Wachi

We propose a novel adaptive learning-based model predictive control (MPC) scheme for interconnected systems which can be decomposed into several smaller dynamically coupled subsystems with uncertain coupling. The proposed scheme is mainly…

Systems and Control · Electrical Eng. & Systems 2024-04-26 Ahmed Aboudonia , John Lygeros

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Johannes Köhler , Ferdinand Geuss , Melanie N. Zeilinger

In this paper, we present a controller framework that synthesizes control policies for Jump Markov Linear Systems subject to stochastic mode switches and imperfect mode estimation. Our approach builds on safe and robust methods for Model…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zakariya Laouar , Qi Heng Ho , Rayan Mazouz , Tyler Becker , Zachary N. Sunberg

The development of control methods based on data has seen a surge of interest in recent years. When applying data-driven controllers in real-world applications, providing theoretical guarantees for the closed-loop system is of crucial…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Julian Berberich , Frank Allgöwer

We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…

Machine Learning · Statistics 2020-01-07 Michalis K. Titsias , Petros Dellaportas

In this paper, we propose an adaptive data-driven min-max model predictive control (MPC) scheme for discrete-time linear time-varying (LTV) systems. We assume that prior knowledge of the system dynamics and bounds on the variations are…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Yifan Xie , Julian Berberich , Frank Allgöwer

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law to minimise a quadratic cost function subject to a chance constraint. The chance constraint is defined as a…

Systems and Control · Computer Science 2020-07-15 Shuhao Yan , Paul Goulart , Mark Cannon