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We present a stochastic model predictive control (MPC) framework for central heating, ventilation, and air conditioning (HVAC) plants. The framework uses real data to forecast and quantify uncertainty of disturbances affecting the system…

Optimization and Control · Mathematics 2020-02-25 Ranjeet Kumar , Michael J. Wenzel , Mohammad N. ElBsat , Michael J. Risbeck , Kirk H. Drees , Victor M. Zavala

Many robotic tasks, such as human-robot interactions or the handling of fragile objects, require tight control and limitation of appearing forces and moments alongside sensible motion control to achieve safe yet high-performance operation.…

Robotics · Computer Science 2023-03-09 Janine Matschek , Johanna Bethge , Rolf Findeisen

Despite the success of Gaussian process based Model Predictive Control (MPC) in robotic control, its applicability scope is greatly hindered by multimodal disturbances that are prevalent in real-world settings. Here we propose a novel…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Jingyi Wu , Chao Ning

We present a Model Predictive Control (MPC) strategy for unknown input-affine nonlinear dynamical systems. A non-parametric method is used to estimate the nonlinear dynamics from observed data. The estimated nonlinear dynamics are then…

Systems and Control · Electrical Eng. & Systems 2020-10-12 Dimitris Papadimitriou , Ugo Rosolia , Francesco Borrelli

One of the main theoretical challenges in learning dynamical systems from data is providing upper bounds on the generalization error, that is, the difference between the expected prediction error and the empirical prediction error measured…

Machine Learning · Computer Science 2024-05-22 Daniel Racz , Martin Gonzalez , Mihaly Petreczky , Andras Benczur , Balint Daroczy

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Chuanzheng Wang , Yiming Meng , Jun Liu , Stephen Smith

A stochastic model predictive control (MPC) framework is presented in this paper for nonlinear affine systems with stability and feasibility guarantee. We first introduce the concept of stochastic control Lyapunov-barrier function (CLBF)…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Weijiang Zheng , Bing Zhu

The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

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

Many systems such as autonomous vehicles and quadrotors are subject to parametric uncertainties and external disturbances. These uncertainties can lead to undesired performance degradation and safety issues. Therefore, it is important to…

Systems and Control · Electrical Eng. & Systems 2019-10-09 Huishan Chen , Zheng Zhang

This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The…

Systems and Control · Computer Science 2018-08-15 Simo Särkkä , Mauricio A. Álvarez , Neil D. Lawrence

Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in…

Optimization and Control · Mathematics 2015-09-10 Andrew Knyazev , Yuta Fujii , Alexander Malyshev

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

We propose a computationally efficient nonlinear Model Predictive Control (NMPC) algorithm for safe, learning-based control. The system model is represented as an affine combination of basis functions with unknown parameters, and is subject…

Optimization and Control · Mathematics 2026-03-06 Johannes Buerger , Mark Cannon

Robotic tasks which involve uncertainty--due to variation in goal, environment configuration, or confidence in task model--may require human input to instruct or adapt the robot. In tasks with physical contact, several existing methods for…

Robotics · Computer Science 2026-02-17 Kevin Haninger , Christian Hegeler , Luka Peternel

We propose an open loop methodology based on sample statistics to solve chance constrained stochastic optimal control problems with probabilistic safety guarantees for linear systems where the additive Gaussian noise has unknown mean and…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shawn Priore , Meeko Oishi